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mcgibbsit: Warnes and Raftery's 'MCGibbsit' MCMC Run Length and Convergence Diagnostic
Implementation of Warnes & Raftery's MCGibbsit run-length and convergence diagnostic for a set of (not-necessarily independent) Markov Chain Monte Carlo (MCMC) samplers. It combines the quantile estimate error-bounding approach of the Raftery and Lewis MCMC run length diagnostic `gibbsit` with the between verses within chain approach of the Gelman and Rubin MCMC convergence diagnostic.
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Package details |
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| Author | Gregory R. Warnes <greg@warnes.net>, Robert Burrows |
| Maintainer | Gregory R. Warnes <greg@warnes.net> |
| License | GPL |
| Version | 1.2.2 |
| URL | https://github.com/r-gregmisc/mcgibbsit |
| Package repository | View on CRAN |
| Installation |
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