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.


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install.packages("superdiag")

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