mcmc-diagnostics

# MCMC Diagnostics ## Purpose Provides MCMC convergence diagnostics and analysis capabilities for validating Bayesian inference results. ## Capabilities - Rhat (potential scale reduction) computation - Effective sample size (ESS) calculation - Trace plot generation - Autocorrelation analysis - Divergence detection - Energy diagnostic (E-BFMI) ## Usage Guidelines 1. **Convergence Check**: Verify Rhat < 1.01 for all parameters 2. **Sample Quality**: Ensure ESS is sufficient for inference 3. **Visual Inspection**: Review trace plots for mixing 4. **Divergences**: Address divergent transitions ## Tools/Libraries - ArviZ - CODA - MCMCpack