[R] Problem with geweke.diag

From: <ralph.wirth_at_gfk.com>
Date: Tue 12 Sep 2006 - 08:20:13 GMT


Dear R-users,

I have some problems with the geweke.diag-Function of the coda-package. I try to obtain the Geweke-diagnostic by using the following, simple code:

library(coda)

input.geweke = as.mcmc(input.matrix)                #input.matrix is a 
25.000 x 35 matrix with the 25.000 saved draws of the 35 parameters of interest
output = geweke.diag(input.geweke)

However, I get the following error message:

> output = geweke.diag(input.matrix)

Fehler in glm.fit(x = X, y = Y, weights = weights, start = start, etastart = etastart, :

        inner loop 1; cannot correct step size Zusätzlich: Warning message:
step size truncated due to divergence

Does anybody have any hints or ideas about what causes this error message? The MCMC-graphs clearly look like the chain has converged.

Thank you very much in advance,

Ralph


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