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 sampers. It combines the estimate
error-bounding approach of Raftery and Lewis with evaulate
between verses within chain approach of Gelman and Rubin.
||Gregory R. Warnes, with contributions by
||Gregory R. Warnes <greg at warnes.net>|