A Stable Gelman-Rubin Diagnostic for Markov Chain Monte Carlo


[Up] [Top]

Documentation for package ‘stableGR’ version 1.2

Help Pages

stableGR-package A Stable Gelman-Rubin Diagnostic for Markov Chain Monte Carlo
asym.var Asymptotic covariance matrix estimation for Markov chain Monte Carlo
mvn.gibbs Two block Gibbs sampler for a multivariate normal distribution
n.eff Effective sample size
stable.GR Gelman-Rubin diagnostic using stable variance estimators
stableGR A Stable Gelman-Rubin Diagnostic for Markov Chain Monte Carlo
target.psrf Calculates a Gelman Rubin diagnostic threshold using effective sample size thresholds.
titanic.complete Titanic passenger data