bayesDiagnostics

MaRDI QIDQ7381433CRANFDO

Authors Ibrahim Kholil Rakib

Last update 14 January 2026

Copyright license MIT license, File License

Software version identifier 0.1.0

Description

Provides comprehensive tools for Bayesian model diagnostics and comparison. Includes prior sensitivity analysis, posterior predictive checks (Gelman et al. (2013) <doi:10.1201/b16018>), advanced model comparison using Pareto-smoothed importance sampling leave-one-out cross-validation (Vehtari et al. (2017) <doi:10.1007/s11222-016-9696-4>), convergence diagnostics, and prior elicitation tools. Integrates with 'brms' (Burkner (2017) <doi:10.18637/jss.v080.i01>), 'rstan', and 'rstanarm' packages for comprehensive Bayesian workflow diagnostics.

Cites work

• Bayesian Data Analysis
• brms: An R Package for Bayesian Multilevel Models Using Stan
• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC

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