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.
There is a tutorial on using ggmcmc.
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