stableGR

cranv1.2

A Stable Gelman-Rubin Diagnostic for Markov Chain Monte Carlo. 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 con

License GPL-3strong copyleft0 versions1 maintainers2 deps72 weekly dl
https://CRAN.R-project.org/package=stableGR
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mcmcsemvtnorm
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First published · 2022-10-08 00:14:35

Last updated · 2022-10-07T21:50:02+00:00