boa.gewekePwr function

Geweke Spectral Density Estimation

Estimates the spectrum frequency for the parameters in an MCMC sequence.

boa.gewekePwr(link)

Arguments

• link: Matrix whose columns and rows contain the monitored parameters and the MCMC iterations, respectively. The iteration numbers and parameter names must be assigned to dimnames(link).

Returns

A vector of spectrum frequencies for the monitored parameters.

Author(s)

Brian J. Smith