| Name : R-stableGR
| |
| Version : 1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.7.1
| Date : 2024-09-10 15:17:24
|
| Group : Development/Libraries/Other
| Source RPM : R-stableGR-1.2-lp153.7.1.src.rpm
|
| Size : 0.06 MB
| |
| Packager : (none)
| |
| Summary : A Stable Gelman-Rubin Diagnostic for Markov Chain Monte Carlo
|
Description :
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>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
