IMCMR Example 7.12, 8.2

Question

IMCMR Example 7.12, 8.2

Opened this issue 4 years ago · 3 comments

where the assumption of Poisson takes advantages of the connection between Poisson dist and Poisson point process,

Answer 1 · 2021-02-05T04:17:54.000Z

Answer 2 · 2021-02-05T14:03:59.000Z

> heidel.diag(mcmc(beta))
                                   
     Stationarity start     p-value
     test         iteration        
var1 passed       1         0.335  
                             
     Halfwidth Mean Halfwidth
     test                    
var1 passed    2.47 0.0434

Answer 3 · 2021-02-05T14:09:05.000Z

> geweke.diag(mcmc(beta))

Fraction in 1st window = 0.1
Fraction in 2nd window = 0.5 

   var1 
-0.6483