Precision of Discrete Parameters in Transdimensional MCMC
Overview
Estimates the precision of transdimensional Markov chain Monte Carlo (MCMC) output, which is often used for Bayesian analysis of models with different dimensionality (e.g., model selection). Transdimensional MCMC (e.g., reversible jump MCMC) relies on sampling a discrete model-indicator variable to estimate the posterior model probabilities. If only few switches occur between the models, precision may be low and assessment based on the assumption of independent samples misleading. Based on the observed transition matrix of the indicator variable, the method of Heck, Overstall, Gronau, & Wagenmakers (2019, Statistics & Computing, 29, 631-643) doi:10.1007/s11222-018-9828-0 draws posterior samples of the stationary distribution to (a) assess the uncertainty in the estimated posterior model probabilities and (b) estimate the effective sample size of the MCMC output.
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
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- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
- NOTE12 OK, 2 NOTE2026-04-10
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-09
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 9includes a package overview page
- Examples that run
- 100%8 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 96%
- Return-value docs
- 43%
- Help pages citing references
- 33%
Downloads
Repository
Releases over time
2 development-tooling and community-health practices detected across 1 family in the upstream repository
Checks run against github.com/danheck/mcmcprecision on 2026-10-22.
The R CMD check workflow runs on Linux, and on R-devel
Dependencies
Installing MCMCprecision adds 5 packages (3 with compiled code, 4.5 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppEigen 1.7 MB, RcppArmadillo 1.0 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.4.2Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.4.02019-12-05 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 0.3.92018-08-10 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.3.82018-04-08 · diff ↗ ·
removed 5 exports
best.k, dirichlet.mle, sim.mc, stationary.mle, table.mcadded 5 exports
best_models, fit_dirichlet, rmarkov, stationary_mle, transitions - 0.3.72017-08-04 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 0.3.62017-04-03
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- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2017-04-03
- Total releases
- 6 / 9 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 4.0.0
- Download size
- 382 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("MCMCprecision")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.1007/s11222-018-9828-0.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.