'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 <email@example.com>, Robert Burrows|
|Date of publication||2013-10-24 08:40:58|
|Maintainer||Gregory R. Warnes <firstname.lastname@example.org>|