Page 1 of 1

Extracting Markov chains of parameters?

Posted: Sun Feb 06, 2011 2:34 pm
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!

Re: Extracting Markov chains of parameters?

Posted: Wed Apr 20, 2011 9:44 am
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.