R-superdiag (R/R-superdiag) Updated: 1 year, 7 months ago Add to my watchlist

Comprehensive test suite for testing Markov chain nonconvergence

The package provides a comprehensive test suite for testing Markov chain nonconvergence. It integrates five standard empirical MCMC convergence diagnostics (Gelman–Rubin, Geweke, Heidelberger–Welch, Raftery–Lewis and Hellinger distance) and plotting functions for trace plots and density histograms.

Version: 2.0 License: GPL-2+ GitHub
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32 build(s) found
Builder Build Number Start Time Elapsed Time Watcher Build Status
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