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coda (version 0.19-4)

Output Analysis and Diagnostics for MCMC

Description

Provides functions for summarizing and plotting the output from Markov Chain Monte Carlo (MCMC) simulations, as well as diagnostic tests of convergence to the equilibrium distribution of the Markov chain.

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Version

Install

install.packages('coda')

Monthly Downloads

134,348

Version

0.19-4

License

GPL (>= 2)

Maintainer

Martyn Plummer

Last Published

September 30th, 2020

Functions in coda (0.19-4)

bugs2jags

Convert WinBUGS data file to JAGS data file
autocorr.plot

Plot autocorrelations for Markov Chains
autocorr.diag

Autocorrelation function for Markov chains
autocorr

Autocorrelation function for Markov chains
codamenu

Main menu driver for the coda package
as.ts.mcmc

Coerce mcmc object to time series
geweke.plot

Geweke-Brooks plot
coda.options

Options settings for the codamenu driver
batchSE

Batch Standard Error
Cramer

The Cramer-von Mises Distribution
HPDinterval

Highest Posterior Density intervals
geweke.diag

Geweke's convergence diagnostic
gelman.plot

Gelman-Rubin-Brooks plot
effectiveSize

Effective sample size for estimating the mean
mcpar

Mcpar attribute of MCMC objects
densplot

Probability density function estimate from MCMC output
mcmc.convert

Conversions of MCMC objects
cumuplot

Cumulative quantile plot
crosscorr

Cross correlations for MCMC output
read.coda

Read output files in CODA format
heidel.diag

Heidelberger and Welch's convergence diagnostic
read.coda.interactive

Read CODA output files interactively
window.mcmc

Time windows for mcmc objects
multi.menu

Choose multiple options from a menu
nchain

Dimensions of MCMC objects
mcmc.subset

Extract or replace parts of MCMC objects
plot.mcmc

Summary plots of mcmc objects
crosscorr.plot

Plot image of correlation matrix
line

Simple linear regression example
mcmc

Markov Chain Monte Carlo Objects
gelman.diag

Gelman and Rubin's convergence diagnostic
summary.mcmc

Summary statistics for Markov Chain Monte Carlo chains
raftery.diag

Raftery and Lewis's diagnostic
mcmc.list

Replicated Markov Chain Monte Carlo Objects
read.and.check

Read data interactively and check that it satisfies conditions
spectrum0

Estimate spectral density at zero
spectrum0.ar

Estimate spectral density at zero
mcmcUpgrade

Upgrade mcmc objects in obsolete format
rejectionRate

Rejection Rate for Metropolis--Hastings chains
read.openbugs

Read CODA output files produced by OpenBUGS
traceplot

Trace plot of MCMC output
time.mcmc

Time attributes for mcmc objects
trellisplots

Trellis plots for mcmc objects
varnames

Named dimensions of MCMC objects
thin

Thinning interval