A Comprehensive Test Suite for Testing Markov Chain Nonconvergence

The 'superdiag' package provides a comprehensive test suite for testing Markov Chain nonconvergence. It integrates five standard empirical MCMC convergence diagnostics (Gelman-Rubin, Geweke, Heidelberger-Welch, Raftery-Lewis, and Hellinger distance) and plotting functions for trace plots and density histograms. The functions of the package can be used to present all diagnostic statistics and graphs at once for conveniently checking MCMC nonconvergence.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


2.0 by Le Bao, 5 months ago

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

Authors: Le Bao <[email protected]> , Jeff Gill <[email protected]> , Tsung-han Tsai <[email protected]> and Jonathan Rapkin

Documentation:   PDF Manual  

GPL (>= 2) license

Imports coda

See at CRAN