boa.handw(boa)R Documentation

Heidelberger and Welch Convergence Diagnostics


Computes the Heidleberger and Welch convergence diagnostics for the parameters in an MCMC sequence.


boa.handw(link, error, alpha)


link Matrix whose columns and rows contain the monitored parameters and the MCMC iterations, respectively. The iteration numbers and parameter names must be assigned to dimnames(link).
error Accuracy of the posterior estimates for the parameters.
alpha Alpha level for the confidence in the sample mean of the retained iterations.


A matrix whose columns and rows are the Heidleberger and Welch convergence diagnostics (i.e. stationarity test, number of iterations to keep and to drop, Cramer-von-Mises statistic, halfwidth test, mean, and halfwidth) and the monitored parameters, respectively.


Brian J. Smith, Nicky Best, Kate Cowles


Heidelberger, P. and Welch, P. (1983). Simulation run length control in the presence of an initial transient. Operations Research, 31, 1109-44.

See Also


[Package boa version 1.1.5-3 Index]