superdiag: A Comprehensive Test Suite for Testing Markov Chain Nonconvergence

The 'superdiag' package provides a comprehensive test suite for testing Markov Chain nonconvergence. It integrates five standard empirical MCMC convergence diagnostics (Gelman-Rubin, Geweke, Heidelberger-Welch, Raftery-Lewis, and Hellinger distance) and plotting functions for trace plots and density histograms. The functions of the package can be used to present all diagnostic statistics and graphs at once for conveniently checking MCMC nonconvergence.

Getting started

Package details

AuthorLe Bao <lbaole17@gmail.com>, Jeff Gill <jgill@mac.com>, Tsung-han Tsai <thtsai@nccu.edu.tw> and Jonathan Rapkin
MaintainerLe Bao <lbaole17@gmail.com>
LicenseGPL (>= 2)
Version2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("superdiag")

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superdiag documentation built on Dec. 5, 2020, 5:07 p.m.