Dear R-users,
I have some problems with the geweke.diag-Function of the coda-package. I
try to obtain the Geweke-diagnostic by using the following, simple code:
library(coda)
input.geweke = as.mcmc(input.matrix) #input.matrix is a
25.000 x 35 matrix with the 25.000 saved draws of the 35 parameters of
interest
output = geweke.diag(input.geweke)
However, I get the following error message:
> output = geweke.diag(input.matrix)
Fehler in glm.fit(x = X, y = Y, weights = weights, start = start, etastart
= etastart, :
inner loop 1; cannot correct step size
Zusätzlich: Warning message:
step size truncated due to divergence
Does anybody have any hints or ideas about what causes this error message?
The MCMC-graphs clearly look like the chain has converged.
Thank you very much in advance,
Ralph
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