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 <[email protected]>, Robert Burrows
MaintainerGregory R. Warnes <[email protected]>
LicenseGPL
Version1.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mcgibbsit")

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mcgibbsit documentation built on May 29, 2017, 3:20 p.m.