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IMCMR Example 7.12, 8.2

Open szcf-weiya opened this issue 4 years ago • 3 comments

image image where the assumption of Poisson takes advantages of the connection between Poisson dist and Poisson point process, image

szcf-weiya avatar Feb 05 '21 03:02 szcf-weiya

image

szcf-weiya avatar Feb 05 '21 04:02 szcf-weiya

image image

> heidel.diag(mcmc(beta))
                                   
     Stationarity start     p-value
     test         iteration        
var1 passed       1         0.335  
                             
     Halfwidth Mean Halfwidth
     test                    
var1 passed    2.47 0.0434 

szcf-weiya avatar Feb 05 '21 14:02 szcf-weiya

> geweke.diag(mcmc(beta))

Fraction in 1st window = 0.1
Fraction in 2nd window = 0.5 

   var1 
-0.6483 

szcf-weiya avatar Feb 05 '21 14:02 szcf-weiya