codadiags: Markov chain Monte Carlo burn-in based on "bridge" statistics

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Markov chain Monte Carlo burn-in based on "bridge" statistics, in the way of coda::heidel.diag, but including non asymptotic tabulated statistics.

Author
Yann Richet, Xavier Bay, Olivier Jacquet, Alexis Jinaphanh
Date of publication
2013-11-18 10:28:00
Maintainer
Yann Richet <yann.richet@irsn.fr>
License
GPL-3
Version
1.0

View on CRAN

Man pages

ad.cdf
Anderson-Darling cumulative density function, copy from...
add.transient
Add a transient to a given mcmc sequence
AR1
Generate auto-regressive order 1 sequence
autocorr1
Basic auto-correlation estimation of a given sequence
bay.cdf
Bay cumulative density function, corresponding to...
bridgestat.diag
Iterative truncation procedure based on a bridge statistic.
brownianbridge
Compute the so called (abusively) "Brownian bridge" process.
codadiags-package
Markov chain Monte Carlo burn-in based on "bridge"...
cvm.cdf
Cramer von Mises cumulative density function, import from...
ks.cdf
Kolmogorov-Smirnov cumulative density function, copy from...
loglikbridge
Compute the so called "Log-likelihood bridge" process.
maxinv.bay.cdf
CDF of max(x,1/x) (=cdf(x)-cdf(1)+cdf(1)-cdf(1/x)) where x is...
null.lim.cdf
Asymptotic CDF for a given statistic
null.param.cdf
Build the null CDF (cumulative density function) for a given...
studentbridge
Compute the so called "Student bridge" process.
transient.test
Perform a stationary test to check for an initial burn-in in...

Files in this package

codadiags
codadiags/inst
codadiags/inst/coda_diags.ecdf.Rdata
codadiags/src
codadiags/src/ks.c
codadiags/NAMESPACE
codadiags/R
codadiags/R/bridge.stats.R
codadiags/R/AR1.R
codadiags/R/cdf.R
codadiags/R/test.R
codadiags/R/bridge.R
codadiags/R/diag.R
codadiags/R/simulate.R
codadiags/MD5
codadiags/DESCRIPTION
codadiags/man
codadiags/man/autocorr1.Rd
codadiags/man/maxinv.bay.cdf.Rd
codadiags/man/null.param.cdf.Rd
codadiags/man/brownianbridge.Rd
codadiags/man/transient.test.Rd
codadiags/man/add.transient.Rd
codadiags/man/ad.cdf.Rd
codadiags/man/loglikbridge.Rd
codadiags/man/studentbridge.Rd
codadiags/man/codadiags-package.Rd
codadiags/man/cvm.cdf.Rd
codadiags/man/bay.cdf.Rd
codadiags/man/null.lim.cdf.Rd
codadiags/man/ks.cdf.Rd
codadiags/man/bridgestat.diag.Rd
codadiags/man/AR1.Rd