coda v0.17-1

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by Martyn Plummer

Output Analysis and Diagnostics for MCMC

Provides functions for summarizing and plotting the output from Markov Chain Monte Carlo (MCMC) simulations, as well as diagnostic tests of convergence to the equilibrium distribution of the Markov chain.

Functions in coda

Name Description
HPDinterval Highest Posterior Density intervals
as.ts.mcmc Coerce mcmc object to time series
gelman.diag Gelman and Rubin's convergence diagnostic
bugs2jags Convert WinBUGS data file to JAGS data file
batchSE Batch Standard Error
mcmc.list Replicated Markov Chain Monte Carlo Objects
cumuplot Cumulative quantile plot
mcmc.subset Extract or replace parts of MCMC objects
autocorr.plot Plot autocorrelations for Markov Chains
autocorr Autocorrelation function for Markov chains
time.mcmc Time attributes for mcmc objects
spectrum0.ar Estimate spectral density at zero
Cramer The Cramer-von Mises Distribution
mcpar Mcpar attribute of MCMC objects
crosscorr.plot Plot image of correlation matrix
effectiveSize Effective sample size for estimating the mean
coda.options Options settings for the codamenu driver
multi.menu Choose multiple options from a menu
crosscorr Cross correlations for MCMC output
read.and.check Read data interactively and check that it satisfies conditions
geweke.diag Geweke's convergence diagnostic
raftery.diag Raftery and Lewis's diagnostic
traceplot Trace plot of MCMC output
mcmcUpgrade Upgrade mcmc objects in obsolete format
gelman.plot Gelman-Rubin-Brooks plot
summary.mcmc Summary statistics for Markov Chain Monte Carlo chains
mcmc.convert Conversions of MCMC objects
mcmc Markov Chain Monte Carlo Objects
plot.mcmc Summary plots of mcmc objects
window.mcmc Time windows for mcmc objects
line Simple linear regression example
read.coda Read output files in CODA format
spectrum0 Estimate spectral density at zero
thin Thinning interval
heidel.diag Heidelberger and Welch's convergence diagnostic
trellisplots Trellis plots for mcmc objects
densplot Probability density function estimate from MCMC output
geweke.plot Geweke-Brooks plot
rejectionRate Rejection Rate for Metropolis--Hastings chains
varnames Named dimensions of MCMC objects
autocorr.diag Autocorrelation function for Markov chains
read.coda.interactive Read CODA output files interactively
codamenu Main menu driver for the coda package
nchain Dimensions of MCMC objects
read.openbugs Read CODA output files produced by OpenBUGS
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Details

Date 2015-03-02
License GPL (>= 2)
Packaged 2015-03-03 17:21:11 UTC; martyn
NeedsCompilation no
Repository CRAN
Date/Publication 2015-03-03 19:25:43

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