diagnostics.hpp File Reference

Contains the implementation of some statistical diagnostic tests for MCMC. More...

#include <Eigen/Dense>

Include dependency graph for diagnostics.hpp:

Classes
class	stateline::mcmc::EpsrConvergenceCriteria
	Convergence test using estimated potential scale reduction (EPSR). It is a convergence metric that takes into account the variance of the means between chains and the variance of the samples within each chain. More...

Namespaces
	stateline
	stateline::mcmc

Detailed Description

Contains the implementation of some statistical diagnostic tests for MCMC.

Author

Darren Shen

Date

2014

License:

Affero General Public License version 3 or later

Copyright

(c) 2014, NICTA