mcgibbsit: Warnes and Raftery's MCGibbsit MCMC diagnostic

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'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.

Author
Gregory R. Warnes <greg@warnes.net>, Robert Burrows
Date of publication
2013-10-24 08:40:58
Maintainer
Gregory R. Warnes <greg@warnes.net>
License
GPL
Version
1.1.0

View on CRAN

Man pages

mcgibbsit
Warnes and Raftery's MCGibbsit MCMC diagnostic
read.mcmc
Read in data from a set of MCMC runs

Files in this package

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