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. Accessed 09 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:09), 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
Complete documentation for stableGR
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

Today's Hot Picks in Authors and Packages

binovisualfields  
Depth-Dependent Binocular Visual Fields Simulation
Simulation and visualization depth-dependent integrated visual fields. Visual fields are measured mo ...
Download / Learn more Package Citations See dependency  
separationplot  
Separation Plots
Visual representations of model fit or predictive success in the form of "separation plots." See Gr ...
Download / Learn more Package Citations See dependency  
TRMF  
Temporally Regularized Matrix Factorization
Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputi ...
Download / Learn more Package Citations See dependency  
githubinstall  
A Helpful Way to Install R Packages Hosted on GitHub
Provides an helpful way to install packages hosted on GitHub. ...
Download / Learn more Package Citations See dependency  
baffle  
Make Waffle Plots with Base Graphics
Waffle plots are rectangular pie charts that represent a quantity or abundances using colored squar ...
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  

28,989

R Packages

247,686

Dependencies

76,495

Author Associations

28,990

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA