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.


News

Version 1.1.0 - 2012-10-23

Other Changes:

  • Add NAMESPACE file to comply with new CRAN policy

  • Update URLs for references in man page for 'mcgibbsit' function.

Version 1.0.8 - 2011-08-26

Bug Fixes

  • Update man pages to pass current R CMD check requirements.

Reference manual

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install.packages("mcgibbsit")

1.1.0 by Gregory R. Warnes, 8 years ago


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


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


Documentation:   PDF Manual  


GPL license


Depends on coda


Depended on by hergm.


See at CRAN