mcgibbsit

cranv1.2.2

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

License GPLstrong copyleft0 versions1 maintainers1 deps83 weekly dl
r-gregmisc/mcgibbsit
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First published · 2023-09-25 11:21:31

Last updated · 2023-09-25T09:40:02+00:00