void TraceNumeric::computeStatistics( void )
{
// check if we need to set the burnin
if ( burnin == RbConstants::Size_t::nan )
{
burnin = size();
burnin *= stepSize;
burnin = (size_t)(burnin * 0.1);
}
TraceAnalysisContinuous* analysis = new TraceAnalysisContinuous();
analysis->analyseCorrelation(values, burnin);
ess = analysis->getEss();
mean = analysis->getMean();
sem = analysis->getStdErrorOfMean();
// test stationarity within chain
size_t nBlocks = 10;
StationarityTest testS = StationarityTest(nBlocks, 0.01);
passedStationarityTest = testS.assessConvergenceSingleChain(values, burnin);
// Geweke's test for convergence within a chain
GewekeTest testG = GewekeTest(0.01);
passedGewekeTest = testG.assessConvergenceSingleChain(values, burnin);
}
/**
* Should we stop now?
* Yes, if the minimum ESS is larger than the provided threshold.
*/
bool GewekeStoppingRule::stop( size_t g )
{
bool passed = true;
for ( size_t i = 1; i <= numReplicates; ++i)
{
std::string fn = filename;
if ( numReplicates > 1 )
{
RbFileManager fm = RbFileManager(filename);
fn = fm.getFilePath() + fm.getPathSeparator() + fm.getFileNameWithoutExtension() + "_run_" + StringUtilities::to_string(i) + "." + fm.getFileExtension();
}
TraceContinuousReader reader = TraceContinuousReader( fn );
// get the vector of traces from the reader
std::vector<Trace> &data = reader.getTraces();
size_t maxBurnin = 0;
for ( size_t j = 0; j < data.size(); ++j)
{
Trace &t = data[j];
const std::vector<double> &v = t.getValues();
size_t b = burninEst->estimateBurnin( v );
if ( maxBurnin < b )
{
maxBurnin = b;
}
}
GewekeTest gTest = GewekeTest( alpha, frac1, frac2 );
for ( size_t j = 0; j < data.size(); ++j)
{
RevBayesCore::Trace &t = data[j];
const std::vector<double> &v = t.getValues();
t.setBurnin( maxBurnin );
t.computeStatistics();
passed &= gTest.assessConvergenceSingleChain( v, maxBurnin );
}
}
return passed;
}
