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.

AuthorMartyn 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 publication2016-12-08 10:25:11
MaintainerMartyn Plummer <>
LicenseGPL (>= 2)

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 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 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/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/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/ 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/ 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

Questions? Problems? Suggestions? or email at

All documentation is copyright its authors; we didn't write any of that.