[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:


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,


Diese E-Mail (ggf. nebst Anhang) enthält vertrauliche und/oder rechtlich geschützte Informationen. Wenn Sie nicht der richtige Adressat sind, oder diese E-Mail irrtümlich erhalten haben, informieren Sie bitte sofort den Absender und vernichten Sie diese Mail. Das unerlaubte Kopieren sowie die unbefugte Weitergabe dieser Mail ist nicht gestattet.  

This e-mail (and any attachment/s) contains confidential and...{{dropped}}

R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue Sep 12 18:23:38 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Tue 12 Sep 2006 - 09:30:08 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.