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 25 Jun. 2026.
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
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

foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  
airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  
sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

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