ergm: geweke.diag.mv – R documentation

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geweke.diag.mv

Multivariate version of coda's coda::geweke.diag().

Description

Rather than comparing each mean independently, compares them jointly. Note that it returns an htest object, not a geweke.diag object.

Usage

geweke.diag.mv(x, frac1 = 0.1, frac2 = 0.5, split.mcmc.list = FALSE, ...)

Arguments

`x`	an `mcmc`, `mcmc.list`, or just a matrix with observations in rows and variables in columns.
`frac1, frac2`	the fraction at the start and, respectively, at the end of the sample to compare.
`split.mcmc.list`	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.

Value

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.

Note

If approx.hotelling.diff.test() returns an error, then assume that burn-in is insufficient.

geweke.diag.mv

Description

Usage

Arguments

Value

Note

See Also

ergm

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