A helper function to perform MCMC diagnostics for kstar
kstar_MCMCdiag(kstar, nrun, burn, thin)
the traceplot of kstar post burn-in and thinning
the autocorrelation plot of kstar post burn-in and thinning
the vector output of kstar from running the DPMPM model
number of MCMC iterations used in running the DPMPM model
number of burn-in iterations used in running the DPMPM model
number of thinning used in running the DPMPM model