MCMCprecision
0.4.2Precision of Discrete Parameters in Transdimensional MCMC
Overview
Estimates the precision of transdimensional Markov chain Monte Carlo (MCMC) output, which is often used for Bayesian analysis of models with different dimensionality (e.g., model selection). Transdimensional MCMC (e.g., reversible jump MCMC) relies on sampling a discrete model-indicator variable to estimate the posterior model probabilities. If only few switches occur between the models, precision may be low and assessment based on the assumption of independent samples misleading. Based on the observed transition matrix of the indicator variable, the method of Heck, Overstall, Gronau, & Wagenmakers (2019, Statistics & Computing, 29, 631-643) doi:10.1007/s11222-018-9828-0 draws posterior samples of the stationary distribution to (a) assess the uncertainty in the estimated posterior model probabilities and (b) estimate the effective sample size of the MCMC output.
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- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-04-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-0911 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Show 1 earlier snapshots
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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Checks run against github.com/danheck/mcmcprecision on 2026-07-19.
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People & History
6 releases. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.4.2Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.4.02019-12-05 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 0.3.92018-08-10 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.3.82018-04-08 · diff ↗
- 0.3.72017-08-04 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 0.3.62017-04-03
Show 1 earlier events
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2017-04-03
- Total releases
- 6 / 9 yrs
- License
- GPL-3 OSI
- Download size
- 382 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet