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bmk: MCMC diagnostics package

MCMC diagnostic package that contains tools to diagnose convergence as well as to evaluate sensitivity studies, Includes summary functions which output mean, median, 95percentCI, Gelman & Rubin diagnostics and the Hellinger distance based diagnostics, Also contains functions to determine when an MCMC chain has converged via Hellinger distance, A function is also provided to compare outputs from identically dimensioned chains for determining sensitivy to prior distribution assumptions

bmk.pdf