[R] MCMC tools

Joseph Lucke j||ucke48 @end|ng |rom gm@||@com
Wed Dec 28 16:03:13 CET 2022

MCMCpack, perhaps?

On Tue, Dec 27, 2022, 3:32 PM Therneau, Terry M., Ph.D. via R-help <
r-help using r-project.org> wrote:

> Is there a convenient package that computes standard covergence summaries
> for and MCMC
> run?    This is something that I likely knew once and have now forgotton.
>   More detail:  I'm trying to understand the MCMC done by a particular
> model called
> Subtype and Stage Inference (SuStaIn), suffice it to say that I am
> cautious of some
> details.    The model doesn't fit into the standard packages, so I've set
> it up and run my
> own Metropolis chains.   I don't want to expend energy also creating
> R-hat, ESS, and other
> sensible summaries; even more so to find the inevitable programming
> mistakes I'll make if
> I create them myself.
>   For the truly curious.   I have measurments of tau depostion for 86
> brain regions (43 *
> left/right) of interest from 1925 scans. One hypothesis in dementia
> research is that tau
> deposition occurs over time, in a pattern;  there is likely more than one
> pattern.    The
> algorithm is looking a permutations of the 86 regions, in search of a
> small collection
> that best fits all the subjects.    There is a general background of
> statistical work that
> has shown that ranking is a hard problem, in the sense of having a small
> variance for
> individual ranks.   SuStaIn tends to give small variances.
> Terry T.
> --
> Terry M Therneau, PhD
> Department of Quantitative Health Sciences
> Mayo Clinic
> therneau using mayo.edu
> "TERR-ree THUR-noh"
>         [[alternative HTML version deleted]]
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