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.
| Version: | 1.0.5 |
| Depends: | coda |
| Date: | 2005-05-23 |
| Author: | Gregory R. Warnes |
| Maintainer: | Gregory R. Warnes <Gregory.R.Warnes at Pfizer.com> |
| License: | GPL |
| In views: | Bayesian |
| CRAN checks: | mcgibbsit results |
Downloads:
| Package source: | mcgibbsit_1.0.5.tar.gz |
| MacOS X binary: | mcgibbsit_1.0.5.tgz |
| Windows binary: | mcgibbsit_1.0.5.zip |
| Reference manual: | mcgibbsit.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | mcgibbsit archive |