Package: coda 0.19-4.1

coda: Output Analysis and Diagnostics for MCMC

Provides functions for summarizing and plotting the output from Markov Chain Monte Carlo (MCMC) simulations, as well as diagnostic tests of convergence to the equilibrium distribution of the Markov chain.

Authors:Martyn Plummer [aut, cre, trl], Nicky Best [aut], Kate Cowles [aut], Karen Vines [aut], Deepayan Sarkar [aut], Douglas Bates [aut], Russell Almond [aut], Arni Magnusson [aut]

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coda.pdf |coda.html✨
coda/json (API)

# Install 'coda' in R:
install.packages('coda', repos = c('https://martynplummer.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • line - Simple linear regression example

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

11.29 score 6 stars 1.1k packages 7.7k scripts 129k downloads 126 mentions 48 exports 1 dependencies

Last updated 10 months agofrom:d0c2354522. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 27 2024
R-4.5-winOKOct 27 2024
R-4.5-linuxOKOct 27 2024
R-4.4-winOKOct 27 2024
R-4.4-macOKOct 27 2024
R-4.3-winOKOct 27 2024
R-4.3-macOKOct 27 2024

Exports:acfplotas.array.mcmc.listas.mcmcas.mcmc.listautocorrautocorr.diagautocorr.plotbatchSEbugs2jagschanamescoda.optionscodamenucrosscorrcrosscorr.plotcumuplotdensplotdisplay.coda.optionseffectiveSizegelman.diaggelman.plotgeweke.diaggeweke.plotheidel.diagHPDintervalis.mcmcis.mcmc.listmcmcmcmc.listmcmcUpgrademcparmulti.menunchainniternvarpcramerraftery.diagread.and.checkread.codaread.coda.interactiveread.jagsread.openbugsrejectionRatespectrum0spectrum0.arthintraceplotvarnamesvarnames<-

Dependencies:lattice

Readme and manuals

Help Manual

Help pageTopics
Coerce mcmc object to time seriesas.ts.mcmc
Autocorrelation function for Markov chainsautocorr
Autocorrelation function for Markov chainsautocorr.diag autocorr.diag.mcmc autocorr.diag.mcmc.list
Plot autocorrelations for Markov Chainsautocorr.plot
Batch Standard ErrorbatchSE
Convert WinBUGS data file to JAGS data filebugs2jags
Options settings for the codamenu driver.Coda.Options .Coda.Options.Default coda.options display.coda.options
Main menu driver for the coda packagecodamenu
The Cramer-von Mises Distributionpcramer
Cross correlations for MCMC outputcrosscorr
Plot image of correlation matrixcrosscorr.plot
Cumulative quantile plotcumuplot
Probability density function estimate from MCMC outputdensplot
Effective sample size for estimating the meaneffectiveSize
Gelman and Rubin's convergence diagnosticgelman.diag
Gelman-Rubin-Brooks plotgelman.plot
Geweke's convergence diagnosticgeweke.diag
Geweke-Brooks plotgeweke.plot
Heidelberger and Welch's convergence diagnosticheidel.diag
Highest Posterior Density intervalsHPDinterval HPDinterval.mcmc HPDinterval.mcmc.list
Simple linear regression exampleline
Markov Chain Monte Carlo Objectsas.mcmc as.mcmc.default is.mcmc mcmc print.mcmc
Conversions of MCMC objectsas.array.mcmc.list as.matrix.mcmc as.matrix.mcmc.list as.mcmc.mcmc.list
Replicated Markov Chain Monte Carlo Objectsas.mcmc.list as.mcmc.list.default is.mcmc.list mcmc.list plot.mcmc.list
Extract or replace parts of MCMC objects[.mcmc [.mcmc.list
Upgrade mcmc objects in obsolete formatmcmcUpgrade
Mcpar attribute of MCMC objectsmcpar
Choose multiple options from a menumulti.menu
Dimensions of MCMC objectsnchain niter nvar
Summary plots of mcmc objectsplot.mcmc
Raftery and Lewis's diagnosticraftery.diag
Read data interactively and check that it satisfies conditionsread.and.check
Read output files in CODA formatread.coda read.jags
Read CODA output files interactivelyread.coda.interactive
Read CODA output files produced by OpenBUGSread.openbugs
Rejection Rate for Metropolis-Hastings chainsrejectionRate rejectionRate.mcmc rejectionRate.mcmc.list
Estimate spectral density at zerospectrum0
Estimate spectral density at zerospectrum0.ar
Summary statistics for Markov Chain Monte Carlo chainssummary.mcmc summary.mcmc.list
Thinning intervalthin
Time attributes for mcmc objectsend.mcmc end.mcmc.list frequency.mcmc start.mcmc start.mcmc.list thin.mcmc thin.mcmc.list time.mcmc time.mcmc.list
Trace plot of MCMC outputtraceplot
Trellis plots for mcmc objectsacfplot acfplot.mcmc acfplot.mcmc.list densityplot.mcmc densityplot.mcmc.list levelplot.mcmc levelplot.mcmc.list qqmath.mcmc qqmath.mcmc.list xyplot.mcmc xyplot.mcmc.list
Named dimensions of MCMC objectschanames chanames<- varnames varnames<-
Time windows for mcmc objectswindow.mcmc window.mcmc.list