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mcgibbsit

Warnes and Raftery's 'MCGibbsit' MCMC Run Length and Convergence Diagnostic

Implementation of Warnes & Raftery's MCGibbsit run-length and convergence diagnostic for a set of (not-necessarily independent) Markov Chain Monte Carlo (MCMC) samplers. It combines the quantile estimate error-bounding approach of the Raftery and Lewis MCMC run length diagnostic `gibbsit` with the between verses within chain approach of the Gelman and Rubin MCMC convergence diagnostic.

Versions across snapshots

VersionRepositoryFileSize
1.2.2 rolling linux/jammy R-4.5 mcgibbsit_1.2.2.tar.gz 721.9 KiB
1.2.2 rolling linux/noble R-4.5 mcgibbsit_1.2.2.tar.gz 721.8 KiB
1.2.2 rolling source/ R- mcgibbsit_1.2.2.tar.gz 703.4 KiB
1.2.2 latest linux/jammy R-4.5 mcgibbsit_1.2.2.tar.gz 721.9 KiB
1.2.2 latest linux/noble R-4.5 mcgibbsit_1.2.2.tar.gz 721.8 KiB
1.2.2 latest source/ R- mcgibbsit_1.2.2.tar.gz 703.4 KiB
1.2.2 2026-04-26 source/ R- mcgibbsit_1.2.2.tar.gz 703.4 KiB
1.2.2 2026-04-23 source/ R- mcgibbsit_1.2.2.tar.gz 703.4 KiB
1.2.2 2026-04-09 windows/windows R-4.5 mcgibbsit_1.2.2.zip 724.7 KiB
1.2.2 2025-04-20 source/ R- mcgibbsit_1.2.2.tar.gz 703.4 KiB

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