Package: LugsailGR 0.1.0
LugsailGR: Generalized Gelman-Rubin Diagnostic and Effective Sample Size for MCMC
Provides generalized univariate and multivariate 'Gelman-Rubin' convergence diagnostics, effective sample size ('ESS') estimates, and principled termination thresholds for Markov chain Monte Carlo ('MCMC') simulations, based on Vats and Knudson (2021) <doi:10.1214/20-STS812>. The package incorporates replicated lugsail batch means variance estimators to construct stable convergence statistics for single and multiple chains. Additionally, it offers comprehensive tools for evaluating 'MCMC' output generated from user-supplied probability density functions ('PDF') or log-likelihoods, including implementations for censored data models under right, left, interval, 'Type-I', 'Type-II', progressive, and hybrid censoring schemes.
Authors:
LugsailGR_0.1.0.tar.gz
LugsailGR_0.1.0.zip(r-4.7-any)LugsailGR_0.1.0.zip(r-4.6-any)LugsailGR_0.1.0.zip(r-4.5-any)
LugsailGR_0.1.0.tgz(r-4.6-any)LugsailGR_0.1.0.tgz(r-4.5-any)
LugsailGR_0.1.0.tar.gz(r-4.7-any)LugsailGR_0.1.0.tar.gz(r-4.6-any)
LugsailGR_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
LugsailGR/json (API)
| # Install 'LugsailGR' in R: |
| install.packages('LugsailGR', repos = c('https://shikhartyagi.r-universe.dev', 'https://cloud.r-project.org')) |
- titanic_sub - Sample Titanic Survival Dataset
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:2b41ef774f. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 99 | ||
| source / vignettes | OK | 131 | ||
| linux-release | OK | 99 | ||
| macos-release | OK | 94 | ||
| macos-oldrel | OK | 81 | ||
| windows-devel | OK | 68 | ||
| windows-release | OK | 49 | ||
| windows-oldrel | OK | 53 | ||
| wasm-release | OK | 70 |
Exports:calc_ess_boundcalc_psrf_cutoffcensor_gr_testlugsail_grmcmc_gr_test
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Calculate Minimum Required Effective Sample Size (M_alpha_eps_p) | calc_ess_bound |
| Calculate Gelman-Rubin Termination Threshold (delta_epsilon) | calc_psrf_cutoff |
| Gelman-Rubin Convergence Diagnostics for Censored Data Models | censor_gr_test |
| Upgraded Univariate and Multivariate Gelman-Rubin Diagnostic | lugsail_gr |
| Evaluate Gelman-Rubin Diagnostics for User-Supplied Target Density Function | mcmc_gr_test |
| Plot Method for lugsail_gr Objects | plot.lugsail_gr |
| Print Method for lugsail_gr Objects | print.lugsail_gr |
| Summary Method for lugsail_gr Objects | summary.lugsail_gr |
| Sample Titanic Survival Dataset | titanic_sub |