coda's coda::geweke.diag().Rather than comparing each mean independently, compares them
jointly. Note that it returns an htest object, not a geweke.diag
object.
geweke.diag.mv(x, frac1 = 0.1, frac2 = 0.5, split.mcmc.list = FALSE)the fraction at the start and, respectively, at the end of the sample to compare.
when given an mcmc.list, whether to test
each chain individually.
An object of class htest, inheriting from that returned
by approx.hotelling.diff.test(), but with p-value considered to
be 0 on insufficient sample size.