Compare MCMC Efficiency from 'nimble' and/or Other MCMC Engines
12 available
Apply a set of parameter conversions to MCMC output
MCMC plugins that come with the compareMCMCs package
Combine all metrics from a list of MCMCresult objects.
Run a set of MCMCs for performance comparison
Create html output with comparisons of MCMC results
R6 class to hold MCMC samples, timing results, and metrics
Built-in metrics for MCMCresult objects
Manipulate metrics in one or more MCMCresult object(s)
Register, unregister and access page components used by `make_MCMC_com...
Register an MCMC function for use by compareMCMCs
Register, unregister, or access registered MCMC metric functions for u...
Rename an MCMC method throughout a list of MCMCresult objects
Manages comparison of MCMC performance metrics from multiple MCMC algorithms. These may come from different MCMC configurations using the 'nimble' package or from other packages. Plug-ins for JAGS via 'rjags' and Stan via 'rstan' are provided. It is possible to write plug-ins for other packages. Performance metrics are held in an MCMCresult class along with samples and timing data. It is easy to apply new performance metrics. Reports are generated as html pages with figures comparing sets of runs. It is possible to configure the html pages, including providing new figure components.
Useful links