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

Downloads:

Reference manual: mcgibbsit.pdf
Package source: mcgibbsit_1.1.0.tar.gz
OS X binary: mcgibbsit_1.1.0.tgz
Windows binary: mcgibbsit_1.1.0.zip
Old sources: mcgibbsit archive