Other packages > Find by keyword >

stableGR  

A Stable Gelman-Rubin Diagnostic for Markov Chain Monte Carlo
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("stableGR", "1.2")



Attach the package and use:
library("stableGR")
Maintained by
Christina Knudson
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-05
Latest Update: 2022-10-07
Description:
Practitioners of Bayesian statistics often use Markov chain Monte Carlo (MCMC) samplers to sample from a posterior distribution. This package determines whether the MCMC sample is large enough to yield reliable estimates of the target distribution. In particular, this calculates a Gelman-Rubin convergence diagnostic using stable and consistent estimators of Monte Carlo variance. Additionally, this uses the connection between an MCMC sample's effective sample size and the Gelman-Rubin diagnostic to produce a threshold for terminating MCMC simulation. Finally, this informs the user whether enough samples have been collectedand (if necessary) estimates the number of samples needed for a desired level of accuracy. The theory underlying these methods can be found in "Revisiting the Gelman-Rubin Diagnostic" by Vats andKnudson (2018) <arXiv:1812:09384>.
How to cite:
Christina Knudson (2020). stableGR: A Stable Gelman-Rubin Diagnostic for Markov Chain Monte Carlo. R package version 1.2, https://cran.r-project.org/web/packages/stableGR
Previous versions and publish date:
1.0 (2020-03-05 11:50), 1.1 (2021-10-11 10:40)
Other packages that cited stableGR R package
View stableGR citation profile
Other R packages that stableGR depends, imports, suggests or enhances
Functions, R codes and Examples using the stableGR R package
Some associated functions: asym.var . mvn.gibbs . n.eff . stable.GR . stableGR-package . target.psrf . titanic.complete . 
Some associated R codes: asym.var.R . getT.R . gettau.R . mcmcchecks.R . mvn.gibbs.R . n.eff.R . s.hat.R . size.and.trim.R . stable.GR.R . target.psrf.R .  Full stableGR package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

multiocc  
Fits Multivariate Spatio-Temporal Occupancy Model
Spatio-temporal multivariate occupancy models can handle multiple species in occupancy models. This ...
Download / Learn more Package Citations See dependency  
MatrixEQTL  
Matrix eQTL: Ultra Fast eQTL Analysis via Large Matrix Operations
Matrix eQTL is designed for fast eQTL analysis on large datasets. Matrix eQTL can test for associat ...
Download / Learn more Package Citations See dependency  
gclus  
Clustering Graphics
Orders panels in scatterplot matrices and parallel coordinate displays by some merit index. Package ...
Download / Learn more Package Citations See dependency  
ismev  
An Introduction to Statistical Modeling of Extreme Values
Functions to support the computations carried out in `An Introduction to Statistical Modeling of Ex ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
CompoundEvents  
Statistical Modeling of Compound Events
Tools for extracting occurrences, assessing potential driving factors, predicting occurrences, and q ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns