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A cautionary note on convergence diagnostics

Before proceeding further with CODA, all users should be aware that none of the convergence diagnostics implemented in this package (or indeed, anywhere else) are foolproof. cowles:carlin:95 tested a number of these methods, and found examples when each failed to detect lack of convergence. We recommend using a combination of diagnostics plus visual inspection of the trace plots and summary statistics generated by CODA . In this way, the user should be able to assess the convergence of the BUGS output with a reasonable degree of confidence, whilst recognising that it is not possible to say with certainty that the sample is representative of the underlying stationary distribution.



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