Extracting Markov chains of parameters?
Posted: Sun Feb 06, 2011 2:34 pm
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!
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!