Package: mcgibbsit 1.2.2

Gregory R. Warnes

mcgibbsit: Warnes and Raftery's 'MCGibbsit' MCMC Run Length and Convergence Diagnostic

Implementation of Warnes & Raftery's MCGibbsit run-length and convergence diagnostic for a set of (not-necessarily independent) Markov Chain Monte Carlo (MCMC) samplers. It combines the quantile estimate error-bounding approach of the Raftery and Lewis MCMC run length diagnostic `gibbsit` with the between verses within chain approach of the Gelman and Rubin MCMC convergence diagnostic.

Authors:Gregory R. Warnes <[email protected]>, Robert Burrows

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mcgibbsit/json (API)
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Peer review:

Bug tracker:https://github.com/r-gregmisc/mcgibbsit/issues

On CRAN:

2 exports 0.74 score 2 dependencies 7 scripts 239 downloads

Last updated 12 months agofrom:b19bc85c04. Checks:OK: 7. Indexed: yes.

Exports:mcgibbsitread.mcmc

Dependencies:codalattice