Generalized Gelman-Rubin Diagnostic and Effective Sample Size for MCMC


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Documentation for package ‘LugsailGR’ version 0.1.0

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calc_ess_bound Calculate Minimum Required Effective Sample Size (M_alpha_eps_p)
calc_psrf_cutoff Calculate Gelman-Rubin Termination Threshold (delta_epsilon)
censor_gr_test Gelman-Rubin Convergence Diagnostics for Censored Data Models
lugsail_gr Upgraded Univariate and Multivariate Gelman-Rubin Diagnostic
mcmc_gr_test Evaluate Gelman-Rubin Diagnostics for User-Supplied Target Density Function
plot.lugsail_gr Plot Method for lugsail_gr Objects
print.lugsail_gr Print Method for lugsail_gr Objects
summary.lugsail_gr Summary Method for lugsail_gr Objects
titanic_sub Sample Titanic Survival Dataset