Calculate Gelman diagnostic on moving window — gelman_diag_mw • PEcAn.assim.batch

Calculate Gelman diagnostic on moving window

gelman_diag_mw(
  x,
  width_fraction = 0.1,
  width = ceiling(coda::niter(x) * width_fraction),
  njump = 50,
  include.mpsrf = TRUE,
  ...
)

Arguments

x: MCMC samples, of class mcmc or mcmc.list
width_fraction: Fractional width of moving window. Default=0.1.
width: Width of moving window. Default is niter(x)*width_fraction
njump: Number of windows to calculate over
include.mpsrf: Whether to calculate multivariate PSRF and include in output (default = FALSE).
...: additional arguments

Value

Gelman Diagnostic 3D array. First dim – mean (1) and 95% confidence (2). Second dim – iteration

Author

Alexey Shiklomanov