Questions tagged [coda]

Coda is an R package to perform analysis and diagnostics for Markov Chain Monte Carlo simulations.

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extracting subset of iteration in jags.samples() in r

Using rjags and jags.samples (), I have multiple parameters that are monitored and some parameters are in matrices. This means for example, with 2 chains and 5000 iterations, jags.samples() may return ...
QmmmmLiu's user avatar
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4 votes
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How to make correlation test with compositional data?

I have a compositional data set ...
Митя Васюков's user avatar
4 votes
1 answer
773 views

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 ...
Matteo Fasiolo's user avatar
4 votes
1 answer
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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, ...
Greenparker's user avatar
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3 votes
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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)....
Tomas's user avatar
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4 votes
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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 ...
user43721's user avatar
1 vote
1 answer
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CODA gleman.diag, Error in chol.default(W): [closed]

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. ...
user1375871's user avatar
3 votes
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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 ...
user1375871's user avatar
7 votes
2 answers
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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 ...
Tomas's user avatar
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