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BayesValidate: BayesValidate Package

BayesValidate implements the software validation method described in the paper "Validation of Software for Bayesian Models using Posterior Quantiles" (Cook, Gelman, and Rubin, 2005). It inputs a function to perform Bayesian inference as well as functions to generate data from the Bayesian model being fit, and repeatedly generates and analyzes data to check that the Bayesian inference program works properly.

BayesValidate.pdf