Evaluates rough convergence metrics by comparing block averages.
Usage
check_mcmc_convergence(chainlist, blocksize = 10, burninperiod = 1000)
Arguments
- chainlist
An mcmc.list, matrix, or a list containing samples.
- blocksize
Numeric. Size of the blocks to average over. Default is 10.
- burninperiod
Numeric. Number of initial samples to discard as burn-in. Default is 1000.
Value
A list containing avgparamvector, abserrors, relerrors, and a boolean converged flag.
