Computes the Geweke convergence diagnostics for the parameters in an MCMC
sequence.
Usage
boa.geweke(link, p.first, p.last)
Arguments
link
Matrix whose columns and rows contain the monitored parameters
and the MCMC iterations, respectively. The iteration numbers and parameter
names must be assigned to dimnames(link).
p.first
Proportion of iterations to include in the first window.
p.last
Proportion of iterations to include in the last window.
Value
A matrix whose columns contain the Z-Scores and associated p-values and whose
rows contain the monitored parameters.
References
Geweke, J. (1992). Evaluating the accuracy of sampling-based
approaches to calculating posterior moments. In Bayesian Statistics 4, (ed. J.
M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith). Clarendon Press,
Oxford, UK.