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.

Getting started

Package details

AuthorGregory R. Warnes <>, Robert Burrows
MaintainerGregory R. Warnes <>
Package repositoryView on CRAN
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mcgibbsit documentation built on May 2, 2019, 2:05 a.m.