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instabilityTest: Testing Markov chain instability after simulation
Allow obtain quantile for chain state to testing instability. See "Detecting Markov chain instability: a Monte Carlo approach" by M. Mandjes, B. Patch, N.S. Walton.
Getting started
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Package details |
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| Author | Sergey Astaf'ev [aut, cre] (<https://orcid.org/0000-0002-4486-798X>), Alexander Rumyantsev [ctb] (<https://orcid.org/0000-0003-2364-5939>) |
| Maintainer | Sergey Astaf'ev <seryymail@mail.ru> |
| License | MIT + file LICENSE |
| Version | 0.9.0.20210913 |
| Package repository | View on R-Forge |
| Installation |
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