Add new diagnostic plots (Heidelberger-Welch, Raftery-Lewis)

xfim / ggmcmc

Graphical tools for analyzing Markov Chain Monte Carlo simulations from Bayesian inference

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Add new diagnostic plots (Heidelberger-Welch, Raftery-Lewis) #7

Closed xfim closed 9 years ago

xfim commented 9 years ago

Raftery & Lewis is broken (see Gill 2008 482-484), and Heidelberger-Welch is not widely used. If anyone want it, please reopen the issue, but with Rhat and Geweke is enough for one big long chain or multiple chains.