ASCL Code Record
[ascl:2011.004]
MCMCDiagnostics: Markov Chain Monte Carlo convergence diagnostics
MCMCDiagnostics contains two diagnostics, written in Julia, for Markov Chain Monte Carlo. The first is potential_scale_reduction(chains...), which estimates the potential scale reduction factor, also known as Rhat, for multiple scalar chains . The second, effective_sample_size(chain), calculates the effective sample size for scalar chains. These diagnostics are intended as building blocks for use by other libraries.
MCMCDiagnostics.jl has been deprecated in favor of MCMCDiagnosticTools.jl and is no longer maintained.
- Code site:
- https://github.com/tpapp/MCMCDiagnostics.jl
- Used in:
- https://ui.adsabs.harvard.edu/abs/2021PSJ.....2....1A
- Bibcode:
- 2020ascl.soft11004P
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