Extracting Markov chains of parameters?

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coffeemania
Posts: 1
Joined: Sun Feb 06, 2011 2:14 pm

Extracting Markov chains of parameters?

Post by coffeemania »

Hi all,

I was wondering if there is any way to extract the Markov chains of saved parameters after fitting a model using MCMC, so that I can use Gelman-Rubin diagnostics to check the convergence? Any input would be much appreciated, thanks in advance!
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ChrisCharlton
Posts: 1384
Joined: Mon Oct 19, 2009 10:34 am

Re: Extracting Markov chains of parameters?

Post by ChrisCharlton »

The parameter chains are stored by default in c1090 as a sequence of successive sets, one for each iteration. Within each set the parameters are stored with the fixed parameters first, followed by the random parameters. The order of these should match that in the equations window. You can extract a chain for each parameter by using the SPLIt command on this column.
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