Package: superdiag 2.0

superdiag: A Comprehensive Test Suite for Testing Markov Chain Nonconvergence

The 'superdiag' package provides a comprehensive test suite for testing Markov Chain nonconvergence. It integrates five standard empirical MCMC convergence diagnostics (Gelman-Rubin, Geweke, Heidelberger-Welch, Raftery-Lewis, and Hellinger distance) and plotting functions for trace plots and density histograms. The functions of the package can be used to present all diagnostic statistics and graphs at once for conveniently checking MCMC nonconvergence.

Authors:Le Bao <[email protected]>, Jeff Gill <[email protected]>, Tsung-han Tsai <[email protected]> and Jonathan Rapkin

superdiag_2.0.tar.gz
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superdiag_2.0.tgz(r-4.4-any)superdiag_2.0.tgz(r-4.3-any)
superdiag_2.0.tar.gz(r-4.5-noble)superdiag_2.0.tar.gz(r-4.4-noble)
superdiag_2.0.tgz(r-4.4-emscripten)superdiag_2.0.tgz(r-4.3-emscripten)
superdiag.pdf |superdiag.html
superdiag/json (API)

# Install 'superdiag' in R:
install.packages('superdiag', repos = c('https://lbaole17.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • tobit.list - Data: A 'mcmc.list' from a Tobit model

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2 exports 0.36 score 2 dependencies 1 dependents 14 scripts 180 downloads

Last updated 4 years agofrom:32b8427608. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 16 2024
R-4.5-winOKSep 16 2024
R-4.5-linuxOKSep 16 2024
R-4.4-winOKSep 16 2024
R-4.4-macOKSep 16 2024
R-4.3-winOKSep 16 2024
R-4.3-macOKSep 16 2024

Exports:superdiagsuperdiagPlot

Dependencies:codalattice

Readme and manuals

Help Manual

Help pageTopics
Test for Markov Chain Nonconvergencesuperdiag
Summary Plots for 'mcmc' ObjectssuperdiagPlot superdiagPlot.mcmc superdiagPlot.mcmc.list
Data: A 'mcmc.list' from a Tobit modeltobit.list