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

Author
Matthew Krachey and Edward L. Boone
Date of publication
2012-10-17 07:29:42
Maintainer
Matthew Krachey <matthewkrachey@yahoo.com>
License
GPL (>= 2)
Version
1.0

View on CRAN

Man pages

bmkconverge
bmkcoverge: Convergence via the Hellinger distance
bmksensitive
Hellinger distance between two MCMC chains for sensitivity...
bmksummary
Summaries of MCMC chains
HBconverg1
Hellinger distance between distributions
HDistNoSize
Hellinger distance between two MCMC chains using default grid...
HDistSize
Hellinger distance between two MCMC chains using a specified...
HWconverg1
Hellinger distance within consecutive batches of MCMC...
MCMC.one
MCMC.one is an mcmc object resulting from the following code:
MCMC.one.mean0
MCMC.one.mean0 is an mcmc object resulting from the following...
MCMC.one.mean1
MCMC.one.mean1 is an mcmc object resulting from the following...
MCMC.three
MCMC.three is an mcmc object resulting from the following...
MCMC.two
MCMC.two is an mcmc object resulting from the following code:

Files in this package

bmk
bmk/MD5
bmk/DESCRIPTION
bmk/NAMESPACE
bmk/R
bmk/R/HDistSize.R
bmk/R/bmksummary.R
bmk/R/bmksensitive.R
bmk/R/HBconverg1.R
bmk/R/bmk.R
bmk/R/bmkconverge.R
bmk/R/HDistNoSize.R
bmk/R/HWconverg1.R
bmk/man
bmk/man/HWconverg1.Rd
bmk/man/bmksummary.Rd
bmk/man/HDistSize.Rd
bmk/man/MCMC.two.Rd
bmk/man/MCMC.one.mean1.Rd
bmk/man/HDistNoSize.Rd
bmk/man/bmksensitive.Rd
bmk/man/MCMC.three.Rd
bmk/man/MCMC.one.Rd
bmk/man/MCMC.one.mean0.Rd
bmk/man/HBconverg1.Rd
bmk/man/bmkconverge.Rd
bmk/data
bmk/data/MCMCsamples.RData