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R package s: mcgibbsit

Last data update: 2014.03.03

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mcgibbsit (Package: 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 Raftery and Lewis with the between chain variance verses within chain variance approach of Gelman and Rubin.

● Data Source: CranContrib
● Keywords: models
● Alias: mcgibbsit, print.mcgibbsit
● 0 images

read.mcmc (Package: mcgibbsit) : Read in data from a set of MCMC runs

Read in data from a set of MCMC runs and create an mcmc.list object.

● Data Source: CranContrib
● Keywords: file
● Alias: read.mcmc
● 0 images