'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 |
| Reference manual: | mcgibbsit.pdf |
| Package source: | mcgibbsit_1.1.0.tar.gz |
| Windows binaries: | r-devel: mcgibbsit_1.1.0.zip, r-release: mcgibbsit_1.1.0.zip, r-oldrel: mcgibbsit_1.1.0.zip |
| macOS binaries: | r-release: mcgibbsit_1.1.0.tgz, r-oldrel: mcgibbsit_1.1.0.tgz |
| Old sources: | mcgibbsit archive |
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