codadiags-package |
Markov chain Monte Carlo burn-in based on "bridge" statistics. |

ad.cdf |
Anderson-Darling cumulative density function, copy from ADGofTest package. |

add.transient |
Add a transient to a given mcmc sequence |

AR1 |
Generate auto-regressive order 1 sequence |

autocorr1 |
Basic auto-correlation estimation of a given sequence |

bay.cdf |
Bay cumulative density function, corresponding to -B(t+)/B(t-), where B(t+) (resp. B(t-)) is the maximum (resp.minimum) of B(t)/(t*(1-t)). |

bridgestat.diag |
Iterative truncation procedure based on a bridge statistic. |

brownianbridge |
Compute the so called (abusively) "Brownian bridge" process. |

codadiags |
Markov chain Monte Carlo burn-in based on "bridge" statistics. |

cvm.cdf |
Cramer von Mises cumulative density function, import from coda package. |

ks.cdf |
Kolmogorov-Smirnov cumulative density function, copy from stats::ks.test. |

loglikbridge |
Compute the so called "Log-likelihood bridge" process. |

maxinv.bay.cdf |
CDF of max(x,1/x) (=cdf(x)-cdf(1)+cdf(1)-cdf(1/x)) where x is 'Bay' distributed |

null.lim.cdf |
Asymptotic CDF for a given statistic |

null.param.cdf |
Build the null CDF (cumulative density function) for a given statistic, for arbitrary length and autocorrelation sequence. |

studentbridge |
Compute the so called "Student bridge" process. |

transient.test |
Perform a stationary test to check for an initial burn-in in a sequence |