help midas bayesplotalso see: midas

Title

midas bayesplot -- MCMC diagnostic plots

Syntax

midas bayesplot

Description

midas bayesplot displays convergence diagnostic plots for the MCMC
chains from midas mh or midas hmc. Four panels are produced:

(1) Trace plots -- chain values by iteration for each parameter.

(2) Density plots -- posterior density of each parameter.

(3) Autocorrelation plots -- ACF of the chain to assess mixing.

(4) Running mean plots -- cumulative mean convergence.

Must follow midas mh or midas hmc. Not available after
midas mle, midas qrsim, or midas inla.

Example

. midas mh tp fp fn tn, id(author) covariance(cholesky) chains(4)

. midas bayesplot

Also see

midas, midas mh, midas hmc