[R] About Coda Package

From: Juan Pablo Sanchez Serrano <juansan_at_dca.upv.es>
Date: Tue 27 Sep 2005 - 19:11:20 EST


Dear R users:
I am using the package coda (the last verison in CRAN) to analyse the output from a MCMC Bayesian analysis. And I get unconsitented results. I have export the chain using the read.table function and after I have transformed this data frame to an mcmc object using the mcmc function. I am interested in three variables, when I use the function effectiveSize I have these figures: 403.3730 1854.4534 369.8643. But when I run the function codamenu to perform same convergence test I get this warning mensage:

Checking effective sample size ...


WARNING !!!                              
Some variables in your chain have an     
effective sample size of less than 200 This is too small, and may cause errors
in the diagnostic tests                  
HINT:                                    
Look at plots first to identify variables with slow mixing. (Choose menu Output Analysis then Plots) Re-run your chain with a larger sample size and thinning interval. If possible, reparameterize your model to improve mixing

Some thing is wrong. Could someone explain to me what is happening? Thanks,
Juan Pablo.

Juan Pablo Sánchez Serrano
Dep. Ciencia Animal, UPV.
C/ Camino de Vera s/n 46022
Valencia (Spain)
Telf. 963877007 Ext.74382

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