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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 warnes.net> |
| BugReports: | https://github.com/r-gregmisc/mcgibbsit/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| URL: | https://github.com/r-gregmisc/mcgibbsit |
| 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: mcgibbsit_1.2.2.zip, r-release: mcgibbsit_1.2.2.zip, r-oldrel: mcgibbsit_1.2.2.zip |
| 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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