gelman.diag question
Dear Friends, I am trying to use the gelman-rubin convergence test. I generated a matrix samp[10,000x86] with the gibbs sampler. the test requires the creation of "mcmc" objects. Since I don't know how to define samp as a "mcmc" object, I tried to create one mcmc object by means of the mcmc() function. With this function I tried to create a mcmc object dul from samp but I got the message below. What am I doing wrong?
dim(samp)
[1] 10000 86
dul<-mcmc(b1<-samp[,1],start=1, end=10000, thin=10)
Error in data[1:nobs, , drop = FALSE] : incorrect number of dimensions Then, as described below,I tried other way to create the mcmc object but I get the message "Error in gelman.diag(dul3) : You need at least two chains". I think I am not understanding how the Gelman-Rubin test works in R. Could you give me a small example.
dul2<-mcmc(b1<-as.matrix(samp[,1]),start=1, end=10000, thin=10) dul3<-matrix(1000,2,c(dul,dul2)) is.mcmc(dul3)
[1] FALSE
dul3<-as.mcmc(dul3) is.mcmc(dul3)
[1] TRUE
gelman.diag(dul3)
Error in gelman.diag(dul3) : You need at least two chains I really appreciate your patience, help, and time, Jorge