kscheck {mcsm} | R Documentation |
This function produces graphs and one or several samples from
the Gibbs sampler applied to the benchmark of the pump failure dataset
(given within the function). It also provides convergence assessments
in connection with the coda
package.
kscheck(T = 10^3, heidel = FALSE)
T |
Number of Gibbs iterations |
heidel |
Boolean indicating whether or not several parallel chains need to be simulated |
Depending on the value of heidel
, the function returns two plots of Kolmogorov-Smirnov
statistics comparing two different scales or the outputs of heidel.diag
and geweke.diag
functions. It also returns as a list
the sequence(s) of beta and lambda.
Christian P. Robert and George Casella
Chapter 8 of EnteR Monte Carlo Statistical Methods
outum=kscheck(heidel=TRUE)