Description Details Author(s) References Examples
This package implements many burn-in procedures based on iterative transient statistic tests. The tests are calibrated on simple AR1 MCMC process, tuned on particle simulation Monte Carlo codes. It should be viewed as a non asymptotic declination of heidel.diag burnin from coda package.
Package: | codadiags |
Type: | Package |
Version: | 1.0 |
Date: | 2013-09-17 |
License: | GPL-3 |
Depends: | coda |
Yann Richet, Xavier Bay, Olivier Jacquet, Alexis Jinaphanh Maintainer: Yann Richet <yann.richet@irsn.fr>
Y. Richet, PhD: "Suppression of the initial transient in Monte Carlo criticality simulations", University of St Etienne, France, 2009.
1 2 3 4 5 6 | require(codadiags)
set.seed(123)
x = AR1()
print(bridgestat.diag(x))
y = add.transient(x)
print(bridgestat.diag(y,trunc=10))
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