stableGR
1.2A Stable Gelman-Rubin Diagnostic for Markov Chain Monte Carlo
Overview
Practitioners of Bayesian statistics often use Markov chain Monte Carlo (MCMC) samplers to sample from a posterior distribution. This package determines whether the MCMC sample is large enough to yield reliable estimates of the target distribution. In particular, this calculates a Gelman-Rubin convergence diagnostic using stable and consistent estimators of Monte Carlo variance. Additionally, this uses the connection between an MCMC sample's effective sample size and the Gelman-Rubin diagnostic to produce a threshold for terminating MCMC simulation. Finally, this informs the user whether enough samples have been collected and (if necessary) estimates the number of samples needed for a desired level of accuracy. The theory underlying these methods can be found in "Revisiting the Gelman-Rubin Diagnostic" by Vats and Knudson (2018) arXiv:1812:09384.
Install
Health
- OK2026-08-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 29%
Downloads
Dependencies
Code & Tests
Datasets
People & History
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.2Latest
- RR 4.2.0 released · 2022-04-22
- 1.12021-10-11 · diff ↗
- unarchivedReturned to CRAN2021-10-11
- archivedRemoved from CRAN2021-10-07check problems were not corrected in time
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.02020-03-05
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2020-03-05
- Total releases
- 3 / 6 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5
- Bundled data
- 6.5 KB / 1 file
- Download size
- 29 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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