'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 the Raftery and Lewis MCMC run length diagnostic with the between verses within chain approach of the Gelman and Rubin MCMC convergence diagnostic.
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curl https://depscope.dev/api/check/conda/r-mcgibbsitFirst published · 2021-10-11 16:47:58.686000+00:00
Last updated · 2025-09-17 13:27:54.926000+00:00