Performs Geweke's convergence diagnostic, comparing the mean of the first
portion of a chain to the last portion. Useful for single-chain diagnostics.
Usage
geweke_test(fit, frac1 = 0.1, frac2 = 0.5, pars = NULL)
Arguments
- fit
A ratiod_fit object.
- frac1
Fraction of chain for first window (default: 0.1).
- frac2
Fraction of chain for second window (default: 0.5).
- pars
Character vector of parameter names (default: all main params).
Value
A data frame with columns: parameter, z_score, p_value.
Details
The Geweke test computes a z-score comparing the means of early and late
portions of a chain. Large z-scores (|z| > 2) indicate the chain has not
converged.
Examples
# See plot_rhat() examples for fitting a model
# geweke_test(fit)