How long to run the program

The program is started from a random configuration, and from there takes a series of steps through the parameter space, each of which depends (only) on the parameter values at the previous step. This procedure induces correlations between the state of the Markov chain at different points during the run. The hope is that by running the simulation for long enough, the correlations will be negligible. There are two issues to worry about: (1) burnin length: how long to run the simulation before collecting data to minimize the effect of the starting configuration, and (2) how long to run the simulation after the burnin to get accurate parameter estimates. To choose an appropriate burnin length, it is really helpful to look at the values of summary statistics that are printed out by the program (eg $\alpha$, $F$, the divergence distances among populations $D_{i,j}$, and the likelihood) to see whether they appear to have converged. I have found that in examples I have looked at, a burnin of 10,000--100,000 is usually more than adequate. To choose an appropriate run length, you will need to do several runs at each $K$, possibly of different lengths, and see whether you get consistent answers. Typically, you can get good estimates of the parameter values ($P$ and $Q$) with fairly short runs (eg 10,000-100,000), but accurate estimation of ${\rm Pr}(X\vert K)$ requires quite long runs (perhaps $10^6$ or more). In practice your run length may be determined by your computer speed and patience as much as anything else. The front end provides time series plots of several key parameters. You should look to see whether these appear to reach equilibrium before the end of the burnin phase. If the values are still increasing or decreasing at the end of the burnin phase, you need to increase the burnin length. If the estimate of $\alpha$ varies greatly throughout the run (i.e., not just during the burnin), you may get more accurate estimates of ${\rm Pr}(X\vert K)$ by increasing ALPHAPROPSD, which improves mixing in that situation. (See a related issue in section 4).