Installation
About
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.
github.com/r-gregmisc/mcgibbsit | |
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