There are no tests that can conclusively prove chain convergence. You 
are correct to look at the coda package. There you will find functions 
that give an approximate test. See ?gaweke.diag and ?gelman.diag.

Cheers,

Simon.

On 30/08/13 00:22, Sereina Graber wrote:
> Hi everyone,
> I am doing simulations of phylogenetic data and subsquently use 
> MCMCglmm() to analyse this simulated data. Now very often, the data 
> does not converge even if I drastically increasing the number of 
> iterations.
> Now I would like to save when the MCMC converged and when not? I have 
> read about this coda package in R, however, a lot of different things 
> seems to be possible with that package. I simply wanna have a function 
> which tells me whether my chain converged or not that I can save that 
> with a simple yes or no in my simulation output. Does anyone know a 
> simple funciton to do that?
> For any help I am very grateful.
> Best,
> Sereina

-- 
Simon Blomberg, BSc (Hons), PhD, MAppStat, AStat.
Senior Lecturer and Consultant Statistician
School of Biological Sciences
The University of Queensland
St. Lucia Queensland 4072
Australia
T: +61 7 3365 2506
email: S.Blomberg1_at_uq.edu.au
http://www.evolutionarystatistics.org

Policies:
1.  I will NOT analyse your data for you.
2.  Your deadline is your problem.

Statistics is the grammar of science - Karl Pearson.


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