coda: Output Analysis and Diagnostics for MCMC

Provides functions for summarizing and plotting the output from Markov Chain Monte Carlo (MCMC) simulations, as well as diagnostic tests of convergence to the equilibrium distribution of the Markov chain.

Author
Martyn Plummer [aut, cre, trl], Nicky Best [aut], Kate Cowles [aut], Karen Vines [aut], Deepayan Sarkar [aut], Douglas Bates [aut], Russell Almond [aut], Arni Magnusson [aut]
Date of publication
2015-10-16 20:00:43
Maintainer
Martyn Plummer <plummerm@iarc.fr>
License
GPL (>= 2)
Version
0.18-1

View on CRAN

Man pages

as.ts.mcmc
Coerce mcmc object to time series
autocorr
Autocorrelation function for Markov chains
autocorr.diag
Autocorrelation function for Markov chains
autocorr.plot
Plot autocorrelations for Markov Chains
batchSE
Batch Standard Error
bugs2jags
Convert WinBUGS data file to JAGS data file
codamenu
Main menu driver for the coda package
coda.options
Options settings for the codamenu driver
Cramer
The Cramer-von Mises Distribution
crosscorr
Cross correlations for MCMC output
crosscorr.plot
Plot image of correlation matrix
cumuplot
Cumulative quantile plot
densplot
Probability density function estimate from MCMC output
effectiveSize
Effective sample size for estimating the mean
gelman.diag
Gelman and Rubin's convergence diagnostic
gelman.plot
Gelman-Rubin-Brooks plot
geweke.diag
Geweke's convergence diagnostic
geweke.plot
Geweke-Brooks plot
heidel.diag
Heidelberger and Welch's convergence diagnostic
HPDinterval
Highest Posterior Density intervals
linepost
Simple linear regression example
mcmc
Markov Chain Monte Carlo Objects
mcmc.convert
Conversions of MCMC objects
mcmc.list
Replicated Markov Chain Monte Carlo Objects
mcmc.subset
Extract or replace parts of MCMC objects
mcmcUpgrade
Upgrade mcmc objects in obsolete format
mcpar
Mcpar attribute of MCMC objects
multi.menu
Choose multiple options from a menu
nchain
Dimensions of MCMC objects
plot.mcmc
Summary plots of mcmc objects
raftery.diag
Raftery and Lewis's diagnostic
read.and.check
Read data interactively and check that it satisfies...
read.coda
Read output files in CODA format
read.coda.interactive
Read CODA output files interactively
read.openbugs
Read CODA output files produced by OpenBUGS
rejectionRate
Rejection Rate for Metropolis-Hastings chains
spectrum0
Estimate spectral density at zero
spectrum0.ar
Estimate spectral density at zero
summary.mcmc
Summary statistics for Markov Chain Monte Carlo chains
thin
Thinning interval
time.mcmc
Time attributes for mcmc objects
traceplot
Trace plot of MCMC output
trellisplots
Trellis plots for mcmc objects
varnames
Named dimensions of MCMC objects
window.mcmc
Time windows for mcmc objects

Files in this package

coda
coda/inst
coda/inst/CITATION
coda/inst/AUTHORS
coda/NAMESPACE
coda/CHANGELOG
coda/data
coda/data/line.rda
coda/R
coda/R/autocorrdiag.R
coda/R/trellisplots.R
coda/R/output.R
coda/R/gelman.R
coda/R/geweke.R
coda/R/jags.R
coda/R/rejectionRate.R
coda/R/batchSE.R
coda/R/codamenu.R
coda/R/cumuplot.R
coda/R/mcextractor.R
coda/R/mcmclist.R
coda/R/util.R
coda/R/raftery.R
coda/R/heidel.R
coda/R/mcmc.R
coda/R/thin.R
coda/R/HPDinterval.R
coda/MD5
coda/README
coda/DESCRIPTION
coda/man
coda/man/densplot.Rd
coda/man/traceplot.Rd
coda/man/geweke.diag.Rd
coda/man/geweke.plot.Rd
coda/man/mcmc.convert.Rd
coda/man/mcpar.Rd
coda/man/read.coda.Rd
coda/man/cumuplot.Rd
coda/man/HPDinterval.Rd
coda/man/bugs2jags.Rd
coda/man/crosscorr.plot.Rd
coda/man/coda.options.Rd
coda/man/autocorr.plot.Rd
coda/man/spectrum0.ar.Rd
coda/man/autocorr.Rd
coda/man/effectiveSize.Rd
coda/man/heidel.diag.Rd
coda/man/gelman.diag.Rd
coda/man/window.mcmc.Rd
coda/man/crosscorr.Rd
coda/man/read.coda.interactive.Rd
coda/man/read.openbugs.Rd
coda/man/mcmcUpgrade.Rd
coda/man/summary.mcmc.Rd
coda/man/trellisplots.Rd
coda/man/varnames.Rd
coda/man/gelman.plot.Rd
coda/man/batchSE.Rd
coda/man/read.and.check.Rd
coda/man/as.ts.mcmc.Rd
coda/man/raftery.diag.Rd
coda/man/mcmc.list.Rd
coda/man/spectrum0.Rd
coda/man/plot.mcmc.Rd
coda/man/rejectionRate.Rd
coda/man/thin.Rd
coda/man/mcmc.subset.Rd
coda/man/codamenu.Rd
coda/man/multi.menu.Rd
coda/man/nchain.Rd
coda/man/linepost.Rd
coda/man/time.mcmc.Rd
coda/man/autocorr.diag.Rd
coda/man/Cramer.Rd
coda/man/mcmc.Rd
coda/INDEX