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fix typo

time-shift
Houtan Bastani 2013-09-23 14:31:43 +02:00
parent 941cda7655
commit 5058e4d00f
1 changed files with 4 additions and 4 deletions
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@ -4216,10 +4216,10 @@ The Monte Carlo Markov Chain (MCMC) diagnostics are generated
by the estimation command if @ref{mh_replic} is larger than 2000 and if by the estimation command if @ref{mh_replic} is larger than 2000 and if
option @ref{nodiagnostic} is not used. If @ref{mh_nblocks} is equal to one, option @ref{nodiagnostic} is not used. If @ref{mh_nblocks} is equal to one,
the convergence diagnostics of @cite{Geweke (1992,1999)} is computed. It uses a the convergence diagnostics of @cite{Geweke (1992,1999)} is computed. It uses a
chi square test to compare the means of the first and last draws specified in chi square test to compare the means of the first and last draws specified by
@ref{geweke_interval} (@pxref{geweke_interval}) after discarding the burnin of @ref{mh_drop}. The test is @ref{geweke_interval} after discarding the burnin of @ref{mh_drop}. The test is
computed using variance estimates under the assumption of no serial correlation computed using variance estimates under the assumption of no serial correlation
as well as using tapering windows specified in @ref{taper_steps} (@pxref{taper_steps}). as well as using tapering windows specified in @ref{taper_steps}.
If @ref{mh_nblocks} is larger than 1, the convergence diagnostics of If @ref{mh_nblocks} is larger than 1, the convergence diagnostics of
@cite{Brooks and Gelman (1998)} are used instead. @cite{Brooks and Gelman (1998)} are used instead.
As described in section 3 of @cite{Brooks and Gelman (1998)} the univariate As described in section 3 of @cite{Brooks and Gelman (1998)} the univariate
@ -4771,7 +4771,7 @@ Percent tapering used for the spectral window in the @cite{Geweke (1992,1999)}
convergence diagnostics (requires @ref{mh_nblocks}=1). The tapering is used to convergence diagnostics (requires @ref{mh_nblocks}=1). The tapering is used to
take the serial correlation of the posterior draws into account. Default: @code{[4 8 15]}. take the serial correlation of the posterior draws into account. Default: @code{[4 8 15]}.
@item geweke_interval = [@var{double} @var{double}] @item geweke_interval = [@var{DOUBLE} @var{DOUBLE}]
@anchor{geweke_interval} @anchor{geweke_interval}
Percentage of MCMC draws at the beginning and end of the MCMC chain taken Percentage of MCMC draws at the beginning and end of the MCMC chain taken
to compute the @cite{Geweke (1992,1999)} convergence diagnostics (requires @ref{mh_nblocks}=1) to compute the @cite{Geweke (1992,1999)} convergence diagnostics (requires @ref{mh_nblocks}=1)