This plot shows the evolution of Gelman and Rubin's shrink factor as the number of iterations increases. The code is adapted from the R package coda.
Usage
# S3 method for mcmc.list
gelmanplot(
x,
P,
confidence = 0.95,
max.bins = 50,
autoburnin = TRUE,
greek = FALSE,
...
)
Arguments
- x
An mcmc object
- P
Optional dataframe describing the parameters to plot and their respective names
- confidence
The coverage probability of the confidence interval for the potential scale reduction factor
- max.bins
Maximum number of bins, excluding the last one.
- autoburnin
Logical flag indicating whether only the second half of the series should be used in the computation. If set to TRUE (default) and start(x) is less than end(x)/2 then start of series will be adjusted so that only second half of series is used.
- greek
Logical value indicating whether parameter labels have to be parsed to get Greek letters. Defaults to false.
- ...
Additional arguments which are currently not used