mcgibbsit: Warnes and Raftery's 'MCGibbsit' MCMC Run Length and Convergence Diagnostic

Implementation of Warnes & Raftery's MCGibbsit run-length and convergence diagnostic for a set of (not-necessarily independent) Markov Chain Monte Carlo (MCMC) samplers. It combines the quantile estimate error-bounding approach of the Raftery and Lewis MCMC run length diagnostic 'gibbsit' with the between verses within chain approach of the Gelman and Rubin MCMC convergence diagnostic.

Version: 1.2.2
Depends: coda
Suggests: knitr, rmarkdown
Published: 2023-09-25
DOI: 10.32614/CRAN.package.mcgibbsit
Author: Gregory R. Warnes, Robert Burrows
Maintainer: Gregory R. Warnes <greg at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
Materials: README NEWS
CRAN checks: mcgibbsit results


Reference manual: mcgibbsit.pdf
Vignettes: mcgibbsit Example


Package source: mcgibbsit_1.2.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mcgibbsit_1.2.2.tgz, r-oldrel (arm64): mcgibbsit_1.2.2.tgz, r-release (x86_64): mcgibbsit_1.2.2.tgz, r-oldrel (x86_64): mcgibbsit_1.2.2.tgz
Old sources: mcgibbsit archive


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