A Comprehensive Test Suite for Testing Markov Chain
Nonconvergence
Description
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.