srStationarity - Stationarity stopping rule
| prob : | Probability (pass by value) |
| The significance level. | |
| filename : | String (pass by value) |
| The name of the file containing the samples. | |
| frequency : | Natural (pass by value) |
| The frequency how often to check for convergence. | |
| Default : 10000 | |
| burninMethod : | String (pass by value) |
| Which type of burnin method to use. | |
| Default : ESS | |
| Options : ESS|SEM |
# Binomial example: estimate success probability given 7 successes out of 20 trials
r ~ dnExp(10)
p := Probability(ifelse(r < 1, r, 1))
n <- 20
k ~ dnBinomial(n, p)
k.clamp(7)
mymodel = model(k)
moves = VectorMoves()
moves.append( mvSlide(r, delta=0.1, weight=1) )
paramFile = "parameters.log"
monitors = VectorMonitors()
monitors.append( mnModel(filename=paramFile, printgen=100, p) )
# Stop when stationarity has been attained at confidence level gamma = 0.25
stopping_rules[1] = srStationarity(prob = 0.25, file = paramFile, freq = 1000)
# Create the MCMC object
# Set nruns = 2 to ensure the stationarity statistic is applicable
mymcmc = mcmc(mymodel, monitors, moves, nruns = 2)
# Begin the MCMC run
mymcmc.run(rules = stopping_rules)