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

Install the latest version of this package by entering the following in R:

`install.packages("codadiags")`

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 |

**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...

ad.cdf | Man page |

add.transient | Man page |

AR1 | Man page |

autocorr1 | Man page |

bay.cdf | Man page |

bridgestat.diag | Man page |

brownianbridge | Man page |

codadiags | Man page |

codadiags-package | Man page |

cvm.cdf | Man page |

ks.cdf | Man page |

loglikbridge | Man page |

maxinv.bay.cdf | Man page |

null.lim.cdf | Man page |

null.param.cdf | Man page |

studentbridge | Man page |

transient.test | Man page |

inst

inst/coda_diags.ecdf.Rdata

src

src/ks.c

NAMESPACE

R

R/bridge.stats.R
R/AR1.R
R/cdf.R
R/test.R
R/bridge.R
R/diag.R
R/simulate.R
MD5

DESCRIPTION

man

man/autocorr1.Rd
man/maxinv.bay.cdf.Rd
man/null.param.cdf.Rd
man/brownianbridge.Rd
man/transient.test.Rd
man/add.transient.Rd
man/ad.cdf.Rd
man/loglikbridge.Rd
man/studentbridge.Rd
man/codadiags-package.Rd
man/cvm.cdf.Rd
man/bay.cdf.Rd
man/null.lim.cdf.Rd
man/ks.cdf.Rd
man/bridgestat.diag.Rd
man/AR1.Rd
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