gewekeTest {RGAP} | R Documentation |
Conducts a Geweke test for convergence of the draws.
gewekeTest(x, frac1 = 0.1, frac2 = 0.5, alpha = 0.05)
x |
A |
frac1 |
The probability mass of the first interval, a scalar between zero and one. |
frac2 |
The probability mass of the second interval, a scalar between zero and one. |
alpha |
The significance level used to compute the test decision, a scalar between zero and one. |
Under the H0 of convergence, the test statistic is standard normally distributed.
Naturally, frac1 + frac2
is between zero and one.
A list with the following items
Test decision.
Convergence Diagnostic (test statistic)
The p-value.
The applied signifcicance level.
The fraction of data contained in the first interval.
The fraction of data contained in the second interval.