Plot Brooks and Gelman Multivariate Shrink Factors

Description

Plots the Brooks and Gelman multivariate shrink factors within different line
segments across the MCMC sequences. This diagnostic is a multivariate
extension to the Gelman and Rubin shrink factors.

Number of line segments within the MCMC sequence at which to plot
the Gelman and Rubin shrink factors. The first segment contains the first 50
iterations; the remaining iterations are partitioned into equal bins and added
incrementally to construct the remaining line segments. The shrink factors are
plotted against the maximum iteration number for the segment. Cubic splines
are used to interpolate through the point estimates for each segment.

win

Proportion of iterations to include in the Brooks, Gelman, and
Rubin Statistics.

annotate

Logical value indicating that a legend be included in the plot.

Value

A logical value indicating that the plot was successfully created.