ggmcmc: Analysis of MCMC Samples and Bayesian Inference
Xavier Fernández-i-Marín
Journal of Statistical Software, 2016, vol. 070, issue i09
Abstract:
ggmcmc is an R package for analyzing Markov chain Monte Carlo simulations from Bayesian inference. By using a well known example of hierarchical/multilevel modeling, the article reviews the potential uses and options of the package, ranging from classical convergence tests to caterpillar plots or posterior predictive checks.
Date: 2016-05-12
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
https://www.jstatsoft.org/index.php/jss/article/view/v070i09/v70i09.pdf
https://www.jstatsoft.org/index.php/jss/article/do ... 09/ggmcmc_1.0.tar.gz
https://www.jstatsoft.org/index.php/jss/article/do ... ile/v070i09/v70i09.R
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:070:i09
DOI: 10.18637/jss.v070.i09
Access Statistics for this article
Journal of Statistical Software is currently edited by Bettina Grün, Edzer Pebesma and Achim Zeileis
More articles in Journal of Statistical Software from Foundation for Open Access Statistics
Bibliographic data for series maintained by Christopher F. Baum ().