mcgibbsit: 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.
Version: |
1.1.0 |
Depends: |
coda |
Published: |
2013-10-24 |
Author: |
Gregory R. Warnes, Robert Burrows |
Maintainer: |
Gregory R. Warnes <greg at warnes.net> |
License: |
GPL-2 | GPL-3 [expanded from: GPL] |
NeedsCompilation: |
no |
Materials: |
NEWS ChangeLog |
CRAN checks: |
mcgibbsit results |
Downloads:
Reverse dependencies:
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