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, ...)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.
an mcmc, mcmc.list, or just a matrix with
observations in rows and variables in columns.
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.
additional arguments, passed on to
approx.hotelling.diff.test(), which passes them to
spectrum0.mvar(), etc.; in particular, order.max= can be used
to limit the order of the AR model used to estimate the effective
sample size.
coda::geweke.diag(), approx.hotelling.diff.test()