ggmcmc: Analysis of MCMC Samples and Bayesian Inference

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.

Publication
Journal of Statistical Software
Date

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