Routines implemented in CODA version 0.30

CODA version 0.30 implements the following graphical analyses, summary statistics and convergence diagnostic tests:

Graphical analyses

• Plots of the sample trace for each variable in each chain
• Plots of the kernel density estimate for each variable
• Plots of the autocorrelation function for each variable in each chain
• Plots of the cross-correlations between variables
• Plots of geweke:92's diagnostic
• Plots of gelman:rubin:92's diagnostic

Summary statistics

• Empirical means, standard deviations and quantiles
• Standard error of the mean using:
  • naive methods (assuming independent samples)
  • time-series methods to account for within-chain correlations
  • batch means method to account for within-chain correlations

Convergence diagnostics

• geweke:92
• gelman:rubin:92
• raftery:lewis:92a
• heidelberger:welch:83
• Autocorrelations for each variable in each chain
• Cross-correlations between variables