boa: An R package for MCMC output convergence assessment and posterior inference

被引:0
|
作者
Smith, Brian J. [1 ]
机构
[1] Univ Iowa, Dept Biostat, Iowa City, IA 52242 USA
来源
JOURNAL OF STATISTICAL SOFTWARE | 2007年 / 21卷 / 11期
关键词
Bayesian analysis; convergence diagnostics; Markov chain Monte Carlo; posterior inference; R;
D O I
暂无
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Markov chain Monte Carlo (MCMC) is the most widely used method of estimating joint posterior distributions in Bayesian analysis. The idea of MCMC is to iteratively produce parameter values that are representative samples from the joint posterior. Unlike frequentist analysis where iterative model fitting routines are monitored for convergence to a single point, MCMC output is monitored for convergence to a distribution. Thus, specialized diagnostic tools are needed in the Bayesian setting. To this end, the R package boa was created. This manuscript presents the user's manual for boa, which out lines the use of and methodology upon which the software is based. Included is a description of the menu system, data management capabilities, and statistical/graphical methods for convergence assessment and posterior inference. Throughout the manual, a linear regression example is used to ilustrate the software.
引用
收藏
页码:1 / 37
页数:37
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