UPG.Diag {UPG} | R Documentation |
UPG.Probit
, UPG.Logit
, UPG.MNL
and UPG.Binomial
objects using coda
UPG.Diag
computes a number of MCMC diagnostics based on the Markov chains that are contained in the model output returned by UPG
.
UPG.Diag(object = NULL)
object |
an object of class |
Returns a list containing effective sample size, effective sampling rate and inefficiency factors for each coefficient. Specifically, maximum, minimum and median as well as detailed results for each coefficient are returned.
Gregor Zens
# estimate a probit model using example data library(UPG) data(lfp) y = lfp[,1] X = lfp[,-1] results.probit = UPG(y = y, X = X, type = "probit", verbose=TRUE) # compute MCMC diagnostics UPG.Diag(results.probit)