bmk: MCMC diagnostics package
Version 1.0

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
Date of publication2012-10-17 07:29:42
MaintainerMatthew Krachey <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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bmk documentation built on May 29, 2017, 11:18 a.m.