'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 protected]>, Robert Burrows|
|Date of publication||2013-10-24 08:40:58|
|Maintainer||Gregory R. Warnes <[email protected]>|
|Package repository||View on CRAN|
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