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List: r-packages
Subject: [R-pkgs] New package: mcgibbsit, an MCMC run length diagnostic
From: "Warnes, Gregory R" <gregory_r_warnes () groton ! pfizer ! com>
Date: 2004-04-19 17:47:51
Message-ID: D7A3CFD7825BD6119B880002A58F06C20C521278 () groexmb02 ! pfizer ! com
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Package: mcgibbsit
Title: Warnes and Raftery's MCGibbsit MCMC diagnostic
Version: 1.0
Author: Gregory R. Warnes <gregory_r_warnes@groton.pfizer.com>
Description:
mcgibbsit provides an implementation of Warnes & Raftery's MCGibbsit
run-length diagnostic for a set of (not-necessarily independent) MCMC
sampers. It combines the estimate error-bounding approach of Raftery
and Lewis with evaulate between verses within chain approach
of Gelman and Rubin.
Maintainer: Gregory R. Warnes <gregory_r_warnes@groton.pfizer.com>
License: GPL
Depends: coda
References:
Warnes GR. The Normal Kernel Coupler: An adaptive Markov Chain Monte Carlo
method for efficiently sampling from multi-modal distributions
<http://www.analytics.washington.edu/statcomp/projects/mcmc/nkc/>, Ph.D.
thesis, Department of Biostatistics, University of Washington,
<http://www.biostat.washington.edu/> October 2000. (See Chapter 3, "Using
the Normal Kernel Coupler")
Gregory R. Warnes
Manager, Non-Clinical Statistics
Pfizer Global Research and Development
Tel: 860-715-3536
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