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Changing the window size for Geweke's diagnostic

Selecting option 1 of the CODA Diagnostics Defaults Menu enables the user to change the window widths used to calculate geweke:92's convergence diagnostic  (see §4.1). You will be prompted to enter the fraction of the chain to include in each window. An error check ensures that the sum of these fractions doesn't equal or exceed 1.0 (hence the windows should contain distinct portions of the chain with a gap between them).



Daniel Farewell
Tue Sep 14 16:08:04 BST 1999