HDistSize {bmk} | R Documentation |
This function determines the Hellinger distance between two MCMC chains via kernel density estimates.
HDistSize(b1, b2, n2)
b1 |
vector of first MCMC chain. |
b2 |
vector of second MCMC chain. |
n2 |
is the number of divisions to run for the kernel density estimator |
res1 The Hellinger distance between the kernel density estimates for b1 and b2.
The chains need to be the same length.