[R] About Coda Package

Juan Pablo Sanchez Serrano juansan at dca.upv.es
Tue Sep 27 11:11:20 CEST 2005

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                  
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?
Juan Pablo.

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

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