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coda (version 0.19-2)

Output Analysis and Diagnostics for MCMC

Description

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.

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Version

Install

install.packages('coda')

Monthly Downloads

147,224

Version

0.19-2

License

GPL (>= 2)

Maintainer

Martyn Plummer

Last Published

October 8th, 2018

Functions in coda (0.19-2)

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