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
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

Documentation:

Reference manual: mcgibbsit.pdf
Vignettes: mcgibbsit Example

Downloads:

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
Old sources: mcgibbsit archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mcgibbsit to link to this page.