[R] Computing ergodic mean with CODA

Giovanni Petris gpetris at uark.edu
Mon Nov 8 14:57:47 CET 2010

Hola Raquel,

As Ben already told you, ergodic means are pretty easy to compute from
scratch. If you are lazy, or you want something more, like estimated
standard errors, you can check out the functions ergMean and mcmcMean in
package dlm.

Giovanni Petris

On Sun, 2010-11-07 at 14:34 -0200, Raquel Rangel de Meireles Guimarães
> Hi all,
> I would like to compute ergodic mean using MCMC output from WinBUGS. I 
> tried using CODA package, but it seems that it is not implemented yet.
> Could anyone help me to compute this? Attached to this email are my 
> output and index files.
> Kind regards,
> Raquel
> --
> Raquel Rangel de Meireles Guimarães
> Doutoranda em Demografia
> raquel at cedeplar.ufmg.br
> http://ufmg.academia.edu/RaquelGuimaraes
> Cedeplar - Centro de Desenvolvimento e Planejamento Regional
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> Faculdade de Ciências Econômicas, UFMG (http://www.cedeplar.ufmg.br)
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