Alpha level for the confidence in the sample mean of the
retained iterations.
error
Accuracy of the posterior estimates for the parameters.
keep.rares.conv
Logical. TRUE or FALSE indicating whether the diagnostic of convergence must be carried out also for the rares category.
Value
A matrix whose columns and rows are the Heidleberger and Welch
convergence diagnostics (i.e. stationarity test, number of
iterations to keep and to drop, Cramer-von-Mises statistic,
halfwidth test, mean, and halfwidth) and the monitored parameters,
respectively.
Details
Take care when setting keep.rares.conv as TRUE. The chain for this parameter tends to be unstable and could lead to an error.
References
Heidelberger, P. and Welch, P. (1983). Simulation run length
control in the presence of an initial transient. Operations
Research, 31, 1109-44.