coda v0.19-1

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

Date 2016-12-07
License GPL (>= 2)
NeedsCompilation no
Packaged 2016-12-07 15:34:56 UTC; martyn
Repository CRAN
Date/Publication 2016-12-08 10:25:11

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