[R] Gelman-Rubin Convergence test

Martin Maechler maechler at stat.math.ethz.ch
Fri Mar 5 09:02:08 CET 2004

Hola Jorge,

>>>>> "JLI" == Icabalceta, Jorge L <Icabalceta_j at wlf.state.la.us>
>>>>>     on Thu, 4 Mar 2004 10:57:42 -0600  writes:

    JLI> Dear friends, I run the Gelman-Rubin Convergence test
    JLI> for a MCMC object
which R package ?
    JLI> for a MCMC object I have and I got the following result
which function ?
    JLI> Multivariate psrf 1.07+0i, What does this mean? I guess
why don't you explain "psrf" ?

    JLI>  What does this mean? I guess
    JLI> (if I am not mistaken) that I should get a psrf close
    JLI> to 1.00 but what is 1.07+0i? Is that convergence or
    JLI> something else?  Jorge

In any case,  1.07+0i  is  "1.07 + 0i", a complex number with 0
imaginary part and indeed quite close to the real number "1".

I guess that whoever wrote the function you are using (unknown to us)
could improve his/her code by only return Re(*), the real part,
if that (real numbers) is what is expected here.

    JLI> 	[[alternative HTML version deleted]]

(do read the posting guide, indicated at the end of every R-help message!)

Martin Maechler <maechler at stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO C16	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1228			<><

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