Dear all,
I had a question with regards to convergence after Bayesian estimation: where are the Raftery Lewis diagnostics stored post-estimation? I am trying to check convergence for a paper but can’t find it. Thank you very much in advance for your help and time.
If you requested them with the raftery_lewis_diagnostics-diagnostics, the should be stored in oo_.convergence.raftery_lewis.
Dear Professor Pfeifer, thank you very much for your fast reply. I requested the diagnostics, but unfortunately I can’t find them in oo_. Here are my specifications:
Can it be due to the fact that I am running 4 chains in parallel?
Yes. It is only available in the unstable version/Dynare 6 for multiple chains.