[R] MCMC tools

[Therneau, Terry M., Ph.D.]

Is there a convenient package that computes standard covergence summaries for and MCMC 
run?    This is something that I likely knew once and have now forgotton.

  More detail:  I'm trying to understand the MCMC done by a particular model called 
Subtype and Stage Inference (SuStaIn), suffice it to say that I am cautious of some 
details.    The model doesn't fit into the standard packages, so I've set it up and run my 
own Metropolis chains.   I don't want to expend energy also creating R-hat, ESS, and other 
sensible summaries; even more so to find the inevitable programming mistakes I'll make if 
I create them myself.

  For the truly curious.   I have measurments of tau depostion for 86 brain regions (43 * 
left/right) of interest from 1925 scans. One hypothesis in dementia research is that tau 
deposition occurs over time, in a pattern;  there is likely more than one pattern.    The 
algorithm is looking a permutations of the 86 regions, in search of a small collection 
that best fits all the subjects.    There is a general background of statistical work that 
has shown that ranking is a hard problem, in the sense of having a small variance for 
individual ranks.   SuStaIn tends to give small variances.

Terry T.

-- 
Terry M Therneau, PhD
Department of Quantitative Health Sciences
Mayo Clinic
therneau using mayo.edu

"TERR-ree THUR-noh"

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