bmk: MCMC diagnostics package

MCMC diagnostic package that contains tools to diagnose convergence as well as to evaluate sensitivity studies, Includes summary functions which output mean, median, 95percentCI, Gelman & Rubin diagnostics and the Hellinger distance based diagnostics, Also contains functions to determine when an MCMC chain has converged via Hellinger distance, A function is also provided to compare outputs from identically dimensioned chains for determining sensitivy to prior distribution assumptions

Getting started

Package details

AuthorMatthew Krachey and Edward L. Boone
MaintainerMatthew Krachey <[email protected]>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bmk")

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bmk documentation built on May 1, 2019, 8:21 p.m.