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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
Package details |
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Author | Matthew Krachey and Edward L. Boone |
Maintainer | Matthew Krachey <matthewkrachey@yahoo.com> |
License | GPL (>= 2) |
Version | 1.0 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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