Diagnostics_adult_2015.txt 2.42 KB
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=============================
DIAGNOSTICS
=============================

---------------------------
Heidelberger and Welch's convergence diagnostic

heidel.diag is a run length control diagnostic based on a criterion of relative accuracy for the estimate of the mean. The default setting corresponds to a relative accuracy of two significant digits.

heidel.diag also implements a convergence diagnostic, and removes up to half the chain in order to ensure that the means are estimated from a chain that has converged.

                                           
             Stationarity start     p-value
             test         iteration        
shape_lambda passed       1         0.976  
rate_lambda  passed       1         0.952  
lambda_tot0  passed       1         0.624  
                                        
             Halfwidth Mean    Halfwidth
             test                       
shape_lambda passed      3.604 0.051319 
rate_lambda  passed      0.024 0.000343 
lambda_tot0  passed    167.980 1.800868 

---------------------------
Geweke's convergence diagnostic

Geweke (1992) proposed a convergence diagnostic for Markov chains based on a test for equality of the means of the first and last part of a Markov chain (by default the first 10% and the last 50%).
If the samples are drawn from the stationary distribution of the chain, the two means are equal and Geweke's statistic has an asymptotically standard normal distribution. 
The test statistic is a standard Z-score: the difference between the two sample means divided by its estimated standard error. The standard error is estimated from the spectral density at zero and so takes into account any autocorrelation.

The Z-score is calculated under the assumption that the two parts of the chain are asymptotically independent, which requires that the sum of frac1 and frac2 be strictly less than 1.


Fraction in 1st window = 0.1
Fraction in 2nd window = 0.5 

shape_lambda  rate_lambda  lambda_tot0 
      0.1124      -0.2537       1.4104 


---------------------------
Raftery and Lewis's diagnostic

Quantile (q) = 0.025
Accuracy (r) = +/- 0.005
Probability (s) = 0.95 
                                                    
              Burn-in  Total Lower bound  Dependence
              (M)      (N)   (Nmin)       factor (I)
 shape_lambda 20       26665 3746         7.12      
 rate_lambda  20       24844 3746         6.63      
 lambda_tot0  12       16041 3746         4.28