coda v0.19-2

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

Date 2018-10-08
License GPL (>= 2)
NeedsCompilation no
Packaged 2018-10-08 10:16:54 UTC; martyn
Repository CRAN
Date/Publication 2018-10-08 12:00:15 UTC

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