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CODA Convergence Diagnosis and
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Contents
Introduction
What is
CODA
?
A cautionary note on convergence diagnostics
Routines implemented in
CODA
version 0.30
Hardware/Software requirements
Referring to
CODA
Getting started
Obtaining
CODA
Installation
Within
UNIX
Within
DOS
Testing the installation
Generating
BUGS
output for testing
CODA
Using
CODA
to analyse the
line
output
Output Analysis
Plots
Printing graphical output from
CODA
Multiple pages of plots
Displaying multiple graphics windows on screen
Statistics
Convergence Diagnostics
Geweke
Plotting Geweke's diagnostic
Gelman & Rubin
Plotting Gelman & Rubin's diagnostic
Raftery & Lewis
Heidelberger and Welch
Autocorrelations
Autocorrelation plots
Cross-correlations
Cross Correlation plots
Changing the
CODA
defaults
Selecting variables for analysis
Selecting chains for analysis
Selecting iterations for analysis
Selecting the thinning interval
Default settings for plots
Selecting which plots to produce
How to plot each chain on a separate graph
Controlling the page layout of
CODA
plots
Specifying the bandwidth function for the kernel density estimator
Producing a postscript file of the graphical output from
CODA
Specifying the exponent size required for producing plot labels in scientific notation
Default settings for summary statistics
Combining chains to produce a single summary for each variable
Setting the batch size
Selecting the posterior quantiles to be estimated
Controlling the number of significant digits displayed for text output
Default settings for convergence diagnostic tests
Changing the window size for Geweke's diagnostic
Changing the bin width for Geweke's and Gelman & Rubin's diagnostics
Specifying the parameters for Raftery & Lewis' diagnostic
Specifying the precision for Heidelberger and Welch's halfwidth test
Combining chains for cross-correlation analysis
Exiting from
CODA
and saving the output
Using
CODA
with Gibbs sampling output from other programs
References
Index
About this document ...
Daniel Farewell
Tue Sep 14 16:08:04 BST 1999