From 9e99eed6da7642dfdc873710361448e9bcf5ad72 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx,de>
Date: Mon, 27 Jan 2014 10:34:13 +0100
Subject: [PATCH] Fix sample on which Geweke convergence diagnostics is
computed
Was only correct for mh_drop of 0.5
---
matlab/McMCDiagnostics.m | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/matlab/McMCDiagnostics.m b/matlab/McMCDiagnostics.m
index b4604e1eff..1091dbc036 100644
--- a/matlab/McMCDiagnostics.m
+++ b/matlab/McMCDiagnostics.m
@@ -78,8 +78,8 @@ if nblck == 1 % Brooks and Gelman tests need more than one block
options_.convergence.geweke.geweke_interval=[0.2 0.5];
end
first_obs_begin_sample = max(1,ceil(options_.mh_drop*options_.mh_replic));
- last_obs_begin_sample = first_obs_begin_sample+round(options_.convergence.geweke.geweke_interval(1)*options_.mh_replic*options_.mh_drop);
- first_obs_end_sample = first_obs_begin_sample+round(options_.convergence.geweke.geweke_interval(2)*options_.mh_replic*options_.mh_drop);
+ last_obs_begin_sample = first_obs_begin_sample+round(options_.convergence.geweke.geweke_interval(1)*options_.mh_replic*(1-options_.mh_drop));
+ first_obs_end_sample = first_obs_begin_sample+round(options_.convergence.geweke.geweke_interval(2)*options_.mh_replic*(1-options_.mh_drop));
param_name=[];
for jj=1:npar
param_name = strvcat(param_name,get_the_name(jj,options_.TeX,M_,estim_params_,options_));
--
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