Suggests a burn-in period for an MCMC chain based on the log likelihood values simulated in the final few iterations of the chain.
SuggestBurnLogLikelihood(log.likelihood, fraction = .10, quantile = .9)Returns a suggested number of iterations to discard. This can be
0 if fraction == 0, which is viewed as a signal that no burn-in
is desired.
A numeric vector giving the log likelihood values for each MCMC iteration.
The fraction of the chain that should be used to
determine the log likelihood lower bound. The default setting looks
in the final 25% of the MCMC run. Must be an number less than 1.
If fraction <= 0 then a 0 burn-in is returned.
The quantile of the values in the final fraction that must be exceeded before the burn-in period is declared over.
Steven L. Scott steve.the.bayesian@gmail.com
Looks at the last fraction of the log.likelihood
sequence and finds a specified quantile to use as a threshold.
Returns the first iteration where log.likelihood exceeds this
threshold.