I have been running a Gibbs Sampler to estimate levels of efficiency in the
Louisiana Shrimp Industry. I created a matrix (samp) where I stored the
results of each iteration for 86 variables. I run 10,000 iterations. So, the
matrix samp is 10,000 x 86. I want to use the gelman-rubin test to check for
convergence. To do that, I need at least two chains. If I run second chain
with different starting values and seed, I could save to the matrix 'samp2'.
So, I will have two matrices 10,000x86. I want to use the function
gelman.diag(x, confidence = 0.95, transform=FALSE), where x: An 'mcmc.list'
object with more than one chain, and with starting values that are
overdispersed with respect to the posterior distribution. How do I create
mcmc object from these matrices? I need to create an mcmc object with the
two chains I have stored in 'samp' and 'samp2'.
Thanks for your help and attention.
Jorge
 

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