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mcgibbsit (version 1.1.0)

Warnes and Raftery's MCGibbsit MCMC diagnostic

Description

'mcgibbsit' provides an implementation of Warnes & Raftery's MCGibbsit run-length diagnostic for a set of (not-necessarily independent) MCMC samplers. It combines the estimate error-bounding approach of the Raftery and Lewis MCMC run length diagnostic with the between verses within chain approach of the Gelman and Rubin MCMC convergence diagnostic.

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Version

Install

install.packages('mcgibbsit')

Monthly Downloads

202

Version

1.1.0

License

GPL

Maintainer

the of this package were written by Gregory R. Warnes

Last Published

October 24th, 2013

Functions in mcgibbsit (1.1.0)

mcgibbsit

Warnes and Raftery's MCGibbsit MCMC diagnostic

read.mcmc

Read in data from a set of MCMC runs