% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/diagnostics.R
\name{heidelberger_welch}
\alias{heidelberger_welch}
\title{Heidelberger and Welch's MCMC Convergence Diagnostic}
\usage{
heidelberger_welch(x, alpha = 0.05, eps = 0.1)
}
\arguments{
\item{x}{Numeric vector representing an MCMC chain.}

\item{alpha}{Significance level for the test (default is 0.05).}

\item{eps}{Target maximum ratio of half-width to sample mean (default is 0.1).}
}
\value{
A list containing Cramér-von Mises statistic (\code{stat}), p-value (\code{pvalue}),
  stationarity test status (\code{passed}), half-width test status (\code{hw_passed}),
  half-width statistic (\code{hw_stat}), and convergence probability (\code{convergence_prob}).
}
\description{
Conducts stationarity and relative half-width tests under Heidelberger and Welch's
MCMC convergence diagnostic, returning test statistics, status, and convergence probability.
}
\examples{
samples <- rnorm(1000)
heidelberger_welch(samples)
}
