| MCMCprecision-package {MCMCprecision} | R Documentation |
MCMCprecision: Precision of discrete parameters in transdimensional MCMC
Description
MCMCprecision estimates the precision of the posterior model probabilities in transdimensional Markov chain Monte Carlo methods (e.g., reversible jump MCMC or product-space MCMC). This is useful for applications of transdimensional MCMC such as model selection, mixtures with varying numbers of components, change-point detection, capture-recapture models, phylogenetic trees, variable selection, and for discrete parameters in MCMC output in general.
Details
The main function to assess the estimation uncertainty of discrete MCMC output is
is stationary.
The method is explained in detail in Heck et al. (2019, Statistics & Computing),
available in the package by calling: vignette("MCMCprecision")
Author(s)
Daniel W. Heck
References
Heck, D. W., Overstall, A. M., Gronau, Q. F., & Wagenmakers, E.-J. (2019). Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models. Statistics & Computing, 29, 631–643. https://dx.doi.org/10.1007/s11222-018-9828-0
See Also
Useful links: