mcgibbsit v1.1.0

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Warnes and Raftery's MCGibbsit MCMC diagnostic

'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.

Functions in mcgibbsit

Name Description
mcgibbsit Warnes and Raftery's MCGibbsit MCMC diagnostic
read.mcmc Read in data from a set of MCMC runs
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Details

Date 2012-10-23
License GPL
Packaged 2013-10-23 23:56:39 UTC; warnes
NeedsCompilation no
Repository CRAN
Date/Publication 2013-10-24 08:40:58

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