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compareMCMCs: Compare MCMC Efficiency from 'nimble' and/or Other MCMC Engines
Manages comparison of MCMC performance metrics from multiple MCMC algorithms. These may come from different MCMC configurations using the 'nimble' package or from other packages. Plug-ins for JAGS via 'rjags' and Stan via 'rstan' are provided. It is possible to write plug-ins for other packages. Performance metrics are held in an MCMCresult class along with samples and timing data. It is easy to apply new performance metrics. Reports are generated as html pages with figures comparing sets of runs. It is possible to configure the html pages, including providing new figure components.
Getting started
Browse package contents
Package details |
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| Author | Perry de Valpine [aut, cre], Sally Paganin [aut], Daniel Turek [aut], Christopher Paciorek [aut] |
| Maintainer | Perry de Valpine <pdevalpine@berkeley.edu> |
| License | BSD_3_clause + file LICENSE | GPL (>= 2) |
| Version | 0.6.0 |
| URL | https://github.com/nimble-dev/compareMCMCs |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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