mcgibbsit: Warnes and Raftery's 'MCGibbsit' MCMC Run Length and Convergence Diagnostic

Implementation of Warnes & Raftery's MCGibbsit run-length and convergence diagnostic for a set of (not-necessarily independent) Markov Chain Monte Carlo (MCMC) samplers. It combines the quantile estimate error-bounding approach of the Raftery and Lewis MCMC run length diagnostic `gibbsit` with the between verses within chain approach of the Gelman and Rubin MCMC convergence diagnostic.

Package details

AuthorGregory R. Warnes <>, Robert Burrows
MaintainerGregory R. Warnes <>
Package repositoryView on CRAN
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mcgibbsit documentation built on Sept. 25, 2023, 5:06 p.m.