The 'superdiag' 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. The functions of the package can be used to present all diagnostic statistics and graphs at once for conveniently checking MCMC nonconvergence.
| Version: | 2.0 |
| Depends: | R (≥ 2.10) |
| Imports: | coda |
| Published: | 2020-12-05 |
| Author: | Le Bao, Jeff Gill, Tsung-han Tsai and Jonathan Rapkin |
| Maintainer: | Le Bao <lbaole17 at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | superdiag results |
| Reference manual: | superdiag.pdf |
| Package source: | superdiag_2.0.tar.gz |
| Windows binaries: | r-devel: superdiag_2.0.zip, r-release: superdiag_2.0.zip, r-oldrel: superdiag_2.0.zip |
| macOS binaries: | r-release: superdiag_2.0.tgz, r-oldrel: superdiag_2.0.tgz |
| Old sources: | superdiag archive |
Please use the canonical form https://CRAN.R-project.org/package=superdiag to link to this page.