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.
CODA is a set of tools for analyzing the output of Markov Chain Monte Carlo (MCMC) simulations and diagnosing lack of convergence. The S original can be downloaded from http://www.mrc-bsu.cam.ac.uk and is Copyright (C) MRC Biostatistics Unit 1995. The CODA S manual contained these acknowledgements "The support of the Economic and Social Research Council (UK) is gratefully acknowledged. The work was funded in part by ESRC (UK) award number H519 25 5023. We are also grateful to Brad Carlin for many helpful comments and ideas concerning the CODA software and manual, and to Steve Brooks for suggesting the graphical implementations of the Geweke and Gelman & Rubin convergence diagnostics." See "CHANGELOG" for information on the changes in the R version. Martyn Plummer <[email protected]> 20/5/1998 ###################################################################### Copying CODA for R `CODA' is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2, or (at your option) any later version. `CODA' is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. A copy of the GNU General Public License is available on the World Wide Web at http://www.gnu.org/copyleft/gpl.html. You can also obtain it by writing to the Free Software Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.