mump: Illustration of Gelman and Rubin's diagnostic on the pump failure data
Description
This function produces several Gibbs chains for the same pump failure data
as in the function kscheck in order to illustrate Gelman and Rubin's diagnostic
gelman.diag and gelman.plot provided in coda.
Usage
mump(Nsim = 10^4, MM = 10)
Arguments
Nsim
Number of Gibbs iterations
MM
Number of parallel chains (mimimum value of 10)
Value
The function returns plots and diagnostic
values connected with gelman.diag and gelman.plot,
as well as the autocorrelation analysis.
References
Chapter 8 of EnteR Monte Carlo Statistical Methods