#90: Inconsistency between Brooks & Gelman convergence diagnostics and mh_drop --------------------------+------------------------------------------------- Reporter: stepan | Owner: stepan Type: enhancement | Status: new Priority: trivial | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Brooks & Gelman convergence diagnostics are not always consistent with the way the posterior moments are computed. These diagnostics are built discarding half of the simulations at each step. By default the posterior moments are computed discarding half of the mcmc draws... But if the user changes the value of mh_drop, 100*mh_drop percent of the mcmc draws will be discarded when computing posterior moments, while the convergence diagnostics still discard the first half of the simulation at each step.

The fix is to replace .5 by options_.mh_drop in McMCDiagnostics_core.m