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mcgibbsit  

Warnes and Raftery's 'MCGibbsit' MCMC Run Length and Convergence Diagnostic
View on CRAN: Click here


Download and install mcgibbsit package within the R console
Install from CRAN:
install.packages("mcgibbsit")

Install from Github:
library("remotes")
install_github("cran/mcgibbsit")

Install by package version:
library("remotes")
install_version("mcgibbsit", "1.2.2")



Attach the package and use:
library("mcgibbsit")
Maintained by
Gregory R. Warnes
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2004-04-18
Latest Update: 2023-09-25
Description:
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.
How to cite:
Gregory R. Warnes (2004). mcgibbsit: Warnes and Raftery's 'MCGibbsit' MCMC Run Length and Convergence Diagnostic. R package version 1.2.2, https://cran.r-project.org/web/packages/mcgibbsit. Accessed 03 Dec. 2024.
Previous versions and publish date:
1.0.1 (2004-08-04 19:19), 1.0.2 (2004-12-09 11:18), 1.0.3 (2005-03-14 09:59), 1.0.5 (2005-06-22 18:22), 1.0.6 (2010-08-11 06:48), 1.0.8 (2012-10-29 08:59), 1.0 (2004-04-18 23:01), 1.1.0 (2013-10-24 08:41)
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Complete documentation for mcgibbsit
Functions, R codes and Examples using the mcgibbsit R package
Some associated functions: mcgibbsit . read.mcmc . 
Some associated R codes: mcgibbsit.R . read.mcmc.R .  Full mcgibbsit package functions and examples
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