R-superdiag

v 2.0 Updated: 1 year, 5 months ago

Comprehensive test suite for testing Markov chain nonconvergence

The 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.

https://cran.r-project.org/package=superdiag

To install R-superdiag, paste this in macOS terminal after installing MacPorts

sudo port install R-superdiag

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