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probmods / webppl

Probabilistic programming for the web
http://webppl.org
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Add helper functions for testing convergence of MCMC #330

Open null-a opened 8 years ago

null-a commented 8 years ago

e.g. autocorrelation function

mhtess commented 8 years ago

My feeling is that people who do BDA will want to see these, and so it would be good to have these sooner rather than later.

I'm pretty sure (at least) STAN users are used to checking these things. The package ggmcmc seems like it has something like the maximal set (written for STAN)