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superdiag (version 2.0)

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.

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Version

Install

install.packages('superdiag')

Monthly Downloads

184

Version

2.0

License

GPL (>= 2)

Maintainer

Last Published

December 5th, 2020

Functions in superdiag (2.0)

superdiagPlot

Summary Plots for mcmc Objects
superdiag

Test for Markov Chain Nonconvergence
hellinger.diag

Hellinger Distance Diagnostics for MCMC
tobit.list

Data: A mcmc.list from a Tobit model