Generate the mean, standard deviation, median, 2.5
percent and 97.5 percent quantiles, Gelman Rubin
statistic for convergence, effective samples size and the
minimum and maximum Hellinger distances across all
chains. outputs summaries for the MCMC samples including
the convergence diagnostics of Gelman and Rubin and the
Hellinger distance of Boone, Merrick and Krachey.
Usage
bmksummary(inputlist)
Arguments
inputlist
A list of the combined MCMC chains for
all samples from one scenario.
References
Boone EL, Merrick JR and Krachey MJ. A Hellinger
distance approach to MCMC diagnostics. Journal of
Statistical Computation and Simulation,
DOI:10.1080/00949655.2012.729588.