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 sampers. It combines the estimate
error-bounding approach of Raftery and Lewis with evaulate
between verses within chain approach of Gelman and Rubin.
| Version: |
1.0.8 |
| Depends: |
coda |
| Published: |
2011-09-02 |
| Author: |
Gregory R. Warnes, with contributions by
Robert Burrows |
| Maintainer: |
Gregory R. Warnes <greg at warnes.net> |
| License: |
GPL |
| CRAN checks: |
mcgibbsit results |
Downloads: