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
- Matthew Krachey and Edward L. Boone
- Date of publication
- 2012-10-17 07:29:42
- Matthew Krachey <firstname.lastname@example.org>
- GPL (>= 2)
- bmkcoverge: Convergence via the Hellinger distance
- Hellinger distance between two MCMC chains for sensitivity...
- Summaries of MCMC chains
- Hellinger distance between distributions
- Hellinger distance between two MCMC chains using default grid...
- Hellinger distance between two MCMC chains using a specified...
- Hellinger distance within consecutive batches of MCMC...
- MCMC.one is an mcmc object resulting from the following code:
- MCMC.one.mean0 is an mcmc object resulting from the following...
- MCMC.one.mean1 is an mcmc object resulting from the following...
- MCMC.three is an mcmc object resulting from the following...
- MCMC.two is an mcmc object resulting from the following code:
Files in this package