gelman.plot {coda} | R Documentation |
This plot shows what happens to Gelman and Rubin's shrink factor when
successively larger numbers of iterations are discarded from the end of
the chain (NB This is diferent from geweke.plot
).
The Markov chain is divided into bins according to the arguments
bin.width
and max.bins
. Then the Gelman-Rubin shrink factor
is repeatedly calculated. The first shrink factor is calculated with
observations 1:50, the second with observations 1:(50+n) where n is
the bin width, the third contains samples 1:(50+2n) and so on.
gelman.plot(mcmc.list.obj, bin.width = 10, max.bins = 50, confidence = 0.95, transform = FALSE, auto.layout = TRUE, ask = TRUE, ...)
The graphical implementation of Gelman and Rubin's diagnostic was suggested by Steve Brooks.