Coda is an R package to perform analysis and diagnostics for Markov Chain Monte Carlo simulations.
Coda is an R package to perform analysis and diagnostics for Markov Chain Monte Carlo simulations.
Questions tagged [coda]
8 questions
7
votes
2 answers
First iteration in MCMC coda chain is different from initial values
I have my jags output object. In order to understand how MCMC coda chains work, I tried to see if first iteration in each MCMC chain is equal to the initial values supplied. And it is different! The initial value is not there! Is it an error?
Note…
Tomas
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4
votes
1 answer
Effective sample size for MCMC with multimodal target
I am trying to evaluate an adaptive MCMC algorithm on a multimodal target density. Among other performance measures, I would like to evaluate the sampler in terms of Effective Sample Size (ESS). The problem is that, for highly multimodal densities,…
Matteo Fasiolo
- 3,134
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4
votes
1 answer
Can a Markov chain be approximated with an AR process?
In some MCMC literature/source code, a Markov chain is often approximated with an AR(1) process. There is some theory to suggest that such an approximation is somewhat valid for a finite state space, but I am not aware of any literature for general…
Greenparker
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4
votes
0 answers
What convergence diagnostics are appropriate for a Bayesian hierarchical logistic regression model?
Using WinBUGS, I fit several Bayesian hierarchical logistic regression models for the mean of a binary response variable conditional on a set of criteria.
I am now using CODA in R to determine if my simulations have converged. I've visually…
user43721
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3
votes
0 answers
Coda output, joint quantile
I am running a hierarchical model in JAGS. It is a piecewise constant survival regression model.
So I have 4 sets of regression coefficients and baseline hazard rates.
I would like to plot a mean curve and range using the mean and 95% highest…
user1375871
- 565
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3
votes
0 answers
How to make correlation test with compositional data?
I have a compositional data set
> str(dfa)
'acomp' num [1:53, 1:4] 0.263 0.26 0.264 0.266 0.255 ...
- attr(*, "dimnames")=List of 2
..$ : chr [1:53] "3" "4" "5" "6" ...
..$ : chr [1:4] "F" "H" "R" "T"
These are ratios of four skeletal elements to…
Митя Васюков
- 31
- 3
2
votes
2 answers
Suspiciously high Multivariate PSRF from gelman.diag()
I am using "Multivariate PSRF" statistics from gelman.diag() function to analyze my MCMC chains. Now I analyzed convergence 471 variables (parameters for each site).
How is it possible that "Multivariate PSRF" says 1.248096, when psrf for each of…
Tomas
- 5,735
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1
vote
1 answer
CODA gleman.diag, Error in chol.default(W):
I'd like to use gelman.diag for an MCMC chain I ran in JAGS. It is very large, so I can't provide it.
The chain contains several MVN distributions, and I use a wishart prior on the precision matrix.
Just wondering what potential sources of this…
user1375871
- 565
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- 14