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Geweke convergence diagnostic (z-score comparing chain segments)

Source: R/bayes_mcmc.R
morie_bayes_geweke.Rd

Geweke convergence diagnostic (z-score comparing chain segments)

Usage

morie_bayes_geweke(chains)

Arguments

chains

A list of iteration-by-parameter matrices.

Value

Named numeric Geweke z per parameter (|z| < 2 ~ converged).

Examples

set.seed(1)
morie_bayes_geweke(list(matrix(rnorm(400), 200)))
#> [1] 1.012293 1.158110