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.

Install the latest version of this package by entering the following in R:
install.packages("coda")
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 <plummerm@iarc.fr>
LicenseGPL (>= 2)
Version0.19-1

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

Functions

acfplot Man page
acfplot.mcmc Man page
acfplot.mcmc.list Man page
as.array.mcmc.list Man page
as.matrix.mcmc Man page
as.matrix.mcmc.list Man page
as.mcmc Man page
as.mcmc.default Man page
as.mcmc.list Man page
as.mcmc.list.default Man page
as.mcmc.mcmc.list Man page
as.ts.mcmc Man page
autocorr Man page
autocorr.diag Man page
autocorr.diag.mcmc Man page
autocorr.diag.mcmc.list Man page
autocorr.plot Man page
batchSE Man page
bugs2jags Man page
chanames Man page
chanames<- Man page
codamenu Man page
coda.options Man page
.Coda.Options Man page
.Coda.Options.Default Man page
crosscorr Man page
crosscorr.plot Man page
cumuplot Man page
densityplot.mcmc Man page
densityplot.mcmc.list Man page
densplot Man page
display.coda.options Man page
effectiveSize Man page
end.mcmc Man page
end.mcmc.list Man page
frequency.mcmc Man page
gelman.diag Man page
gelman.mv.diag Man page
gelman.plot Man page
gelman.preplot Man page
gelman.transform Man page
geweke.diag Man page
geweke.plot Man page
heidel.diag Man page
HPDinterval Man page
HPDinterval.mcmc Man page
HPDinterval.mcmc.list Man page
is.mcmc Man page
is.mcmc.list Man page
levelplot.mcmc Man page
levelplot.mcmc.list Man page
line Man page
mcmc Man page
[.mcmc Man page
[.mcmc.list Man page
mcmc.list Man page
mcmcUpgrade Man page
mcpar Man page
multi.menu Man page
nchain Man page
niter Man page
nvar Man page
pcramer Man page
plot.mcmc Man page
plot.mcmc.list Man page
print.gelman.diag Man page
print.geweke.diag Man page
print.heidel.diag Man page
print.mcmc Man page
print.raftery.diag Man page
print.summary.mcmc Man page
print.summary.mcmc.list Man page
qqmath.mcmc Man page
qqmath.mcmc.list Man page
raftery.diag Man page
read.and.check Man page
read.coda Man page
read.coda.interactive Man page
read.jags Man page
read.openbugs Man page
rejectionRate Man page
rejectionRate.mcmc Man page
rejectionRate.mcmc.list Man page
spectrum0 Man page
spectrum0.ar Man page
start.mcmc Man page
start.mcmc.list Man page
summary.mcmc Man page
summary.mcmc.list Man page
thin Man page
thin.mcmc Man page
thin.mcmc.list Man page
time.mcmc Man page
time.mcmc.list Man page
traceplot Man page
varnames Man page
varnames<- Man page
window.mcmc Man page
window.mcmc.list Man page
xyplot.mcmc Man page
xyplot.mcmc.list Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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