[R-pkgs] New package: mcgibbsit, an MCMC run length diagnostic

Warnes, Gregory R gregory_r_warnes at groton.pfizer.com
Mon Apr 19 19:47:51 CEST 2004

Package: mcgibbsit
Title: Warnes and Raftery's MCGibbsit MCMC diagnostic 
Version: 1.0
Author: Gregory R. Warnes <gregory_r_warnes at groton.pfizer.com>
  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 at groton.pfizer.com>
License: GPL
Depends: coda


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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