mcgibbsit: 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.

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

Documentation:

Reference manual: mcgibbsit.pdf

Downloads:

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 (arm64): mcgibbsit_1.1.0.tgz, r-oldrel (arm64): mcgibbsit_1.1.0.tgz, r-release (x86_64): mcgibbsit_1.1.0.tgz, r-oldrel (x86_64): mcgibbsit_1.1.0.tgz
Old sources: mcgibbsit archive

Reverse dependencies:

Reverse depends: hergm

Linking:

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