Select Page

Convergence of MCMC

Purpose

This plot displays the sequence of estimates for the conditional means and the conditional standard deviations along the iterations of the MH algorithm during individual parameters estimation by MCMC. The purpose is to check the convergence of the algorithm. The algorithm stops when these sequences remain in an interval of a given amplitude for a certain number of iterations: this interval is visualized on the figure with horizontal lines. The plot is shown and interactively updated while the task is running, and can be found after the end of the task in the Plots frame.

Example

In the following example, the parameters of a one-compartment model with first-order absorption and linear elimination are estimated on the theophylline data set.

Settings

  • Select plots and arrange layout. It is convenient when there are many parameters and the user wants to focus on some particular parameter convergence for example.

By default, 12 parameters are displayed.