ggmcmc: Analysis of MCMC Samples and Bayesian Inference
Same L-Kurtosis for different variance and degrees of freedom.
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.
Type
Publication
Journal of Statistical Software
The package is developed at Github and the latest version is available at CRAN.
There is a tutorial on using ggmcmc.
Citation
When using the package, please use the following citation:
Fernández-i-Marín, X. (2016). ggmcmc: Analysis of MCMC Samples and Bayesian Inference. Journal of Statistical Software, 70(9), 1 - 20. doi:http://dx.doi.org/10.18637/jss.v070.i09