coda v0.19-4


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


Date 2020-09-30
License GPL (>= 2)
NeedsCompilation no
Packaged 2020-09-30 16:13:19 UTC; martyn
Repository CRAN
Date/Publication 2020-09-30 20:00:04 UTC

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