R: Multivariate version of 'coda"s 'coda::geweke.diag()'.

geweke.diag.mv {ergm} | R Documentation

## Multivariate version of `coda`'s `coda::geweke.diag()`.

### Description

Rather than comparing each mean independently, compares them jointly. Note that it returns an `htest` object, not a `geweke.diag` object.

### Usage

    geweke.diag.mv(x, frac1 = 0.1, frac2 = 0.5, split.mcmc.list = FALSE, ...)

### Arguments

`x` | an `mcmc`, `mcmc.list`, or just a matrix with observations in rows and variables in columns.
`frac1, frac2` | the fraction at the start and, respectively, at the end of the sample to compare.
`split.mcmc.list` | when given an `mcmc.list`, whether to test each chain individually.
`...` | additional arguments, passed on to `approx.hotelling.diff.test()`, which passes them to `spectrum0.mvar()`, etc.; in particular, `order.max=` can be used to limit the order of the AR model used to estimate the effective sample size.

### Value

An object of class `htest`, inheriting from that returned by `approx.hotelling.diff.test()`, but with p-value considered to be 0 on insufficient sample size.

### Note

If `approx.hotelling.diff.test()` returns an error, then assume that burn-in is insufficient.

### See Also

`coda::geweke.diag()`, `approx.hotelling.diff.test()`

[Package ergm version 4.2.2 Index]