mcgibbsit: Warnes and Raftery's MCGibbsit MCMC diagnostic

'mcgibbsit' provides an implementation of Warnes & Raftery's MCGibbsit run-length diagnostic for a set of (not-necessarily independent) MCMC samplers. It combines the estimate error-bounding approach of the Raftery and Lewis MCMC run length diagnostic with the between verses within chain approach of the Gelman and Rubin MCMC convergence diagnostic.

Install the latest version of this package by entering the following in R:
install.packages("mcgibbsit")
AuthorGregory R. Warnes <greg@warnes.net>, Robert Burrows
Date of publication2013-10-24 08:40:58
MaintainerGregory R. Warnes <greg@warnes.net>
LicenseGPL
Version1.1.0

View on CRAN

Files

inst
inst/NEWS
inst/ChangeLog
NAMESPACE
NEWS
R
R/mcgibbsit.R R/read.mcmc.R
MD5
DESCRIPTION
ChangeLog
man
man/mcgibbsit.Rd man/read.mcmc.Rd

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