Compare MCMC Efficiency from 'nimble' and/or Other MCMC Engines

Manages comparison of MCMC performance metrics from multiple MCMC algorithms. These may come from different MCMC configurations using the 'nimble' package or from other packages. Plug-ins for JAGS via 'rjags' and Stan via 'rstan' are provided. It is possible to write plug-ins for other packages. Performance metrics are held in an MCMCresult class along with samples and timing data. It is easy to apply new performance metrics. Reports are generated as html pages with figures comparing sets of runs. It is possible to configure the html pages, including providing new figure components.


Reference manual

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install.packages("compareMCMCs")

0.6.0 by Perry de Valpine, 2 years ago


https://github.com/nimble-dev/compareMCMCs


Report a bug at https://github.com/nimble-dev/compareMCMCs/issues


Browse source code at https://github.com/cran/compareMCMCs


Authors: Perry de Valpine [aut, cre] , Sally Paganin [aut] , Daniel Turek [aut] , Christopher Paciorek [aut]


Documentation:   PDF Manual  


BSD_3_clause + file LICENSE | GPL (>= 2) license


Imports R6, ggplot2, grid, reshape2, xtable, coda, dplyr, rlang

Depends on nimble

Suggests testthat, knitr, rmarkdown, rjags, rstan


See at CRAN