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SimTools: Variability assessment for simulation methods in R

Leadership: Dootika Vats, James Flegal, Galin Jones

Contributors: Gunjan Jalori

Updates will be described in this README. For communication regarding issues in the code and other suggestions, please employ the issues feature on GitHub.

Run: runme.R


Next update goal:

  • multiple chain compatibility
  • summary function for output
  • compatibility for discrete state space
  • make efficient trace plots

October 3, 2021

Added function ACF that plots ACF plots for Markov chains for each component. The function plots globally-centered ACFs, and can thus be used for multiple chain setups

Other clean-up to the code has also been done.


February 24, 2021

Added functions getCI, addCI, and boxCI to get and add simultaneous CIs to existing plots.

Additionally, now the Smcmc class supports multiple chains. The input is a list of chains, and calling Smcmc does some processing to make a stacked version of the chains.


December 7, 2020

Siid class created. This corresponds to "IID simulation objects". The boxplot and plot commands work directly on this and produces boxplots and density plots.


December 4, 2020

Smcmc class created. This corresponds to "MCMC simulation objects". The plot command works directly on this and produces density plots with the desired quantiles and means indicated.


Funding

Grateful for support by SERB, DST, India (MSC/2020/000165).