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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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Install

install.packages('mcgibbsit')

Monthly Downloads

234

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)