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.