I used OpenBUGS and it produced coda files of MCMC output. To calculate and plot Gelman Rubin and Geweke diagnostics, I need to convert this coda.odc file to a mcmc object in R? Is there any way to do this? Or do you recommend me some other way(s) to do this analysis?
Thanks
Ues read.coda
in the coda package,... something like:
library(coda)
my.coda <- read.coda("Chain1.txt", "CODAIndex.txt")
Might work with .odc files. Defiantly works if you save the CODA files as .txt from OpenBUGS
The my.coda
will be a mcmc
type object.