[R] About Coda Package

[Juan Pablo Sanchez Serrano]

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.

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