Displays multivariate analysis of variance (ANOVA) information sequentially using measures of between and within-chain variance measures for the original parameters. The approach is based on Brooks and Gelman (1998). The selection of sequential sample is performed on the DSGE posterior sampling frame on the Settings tab.
Additional Information
• | A more detailed description about the computation of the multivariate potential scale reduction factor (MPSRF) can also be found in Section 9.2 of the YADA Manual. |
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