I am wondering if there is a small error in the horizontal axis of the convergence diagnostics graphs. As I understand it, when I specify say 200000 replications per chain, and a burnin of 40%, Dynare should take a posterior sample of (1 - 40%) of 200000 = 120000 replications per chain. I have noticed, however, that the convergence diagnostic graphs produce a horizontal axis which runs to 200000 instead of 120000. I thought the burnin part of the chain was left out of the calculation of these diagnostics. Is that correct? Shouldn't the axis only go to 120000 in this case?
Thank you.
Sincerely,
Rob Luginbuhl
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Small fault with convergence diagnostics graphs?
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Small fault with convergence diagnostics graphs?
by reluginbuhl » Fri Jan 27, 2012 2:40 pm
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