Hi all:
The CODA package provides Geweke Diagnostic method for convergence
checking. The geweke.diag in CODA returns Z-score value but not give a
conclustion that it is convergence or not. So I'd like to know how
small/big the magnitude of Z-score is corresponding to the convergence of
a chain. That is, Doese Z-score smaller or more than *threshold *determine
the convergence? If so, how big the *threshold *value?
See as follows:
> data(line)
> geweke.diag(line)
$line1
Fraction in 1st window = 0.1
Fraction in 2nd window = 0.5
alpha beta sigma
1.1726 -0.7537 1.0182
$line2
Fraction in 1st window = 0.1
Fraction in 2nd window = 0.5
alpha beta sigma
-0.1307 -1.7929 -0.6381
Can anyone tell which chain (line1 or line2) has a better property of
convergenc based on the returned Z-scores?
Thank you!
David
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