An MCMC model choice illustration for the linear model

This function produces several Gibbs chains for the same pump failure data
as in the function `kscheck`

in order to illustrate Gelman and Rubin's diagnostic
`gelman.diag`

and `gelman.plot`

provided in `coda`

.

1 | ```
mump(Nsim = 10^4, MM = 10)
``` |

`Nsim` |
Number of Gibbs iterations |

`MM` |
Number of parallel chains (mimimum value of 10) |

The function returns plots and diagnostic
values connected with `gelman.diag`

and `gelman.plot`

,
as well as the autocorrelation analysis.

Christian P. Robert and George Casella

Chapter 8 of **EnteR Monte Carlo Statistical Methods**

kscheck

1 | ```
mump(10^3)
``` |

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