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_)); -- GitLab