Convergence Diagnosis and Output Analysis Software for Gibbs sampling output Version 0.30

Permission to use, copy and distribute version 0.30 of CODA and its documentation for any purpose is hereby granted without fee, provided that both copyright notice and this permission notice appears in all copies. The MRC Biostatistics Unit and all authors disclaim all warranties with regard to CODA, including all special, indirect or consequential damages or any damages whatsoever resulting from loss of use, data or proots, whether in an action of contract, negligence or other tortuous action, arising out of or in connection with the use or performance of CODA. Authorship note CODA was conceived and motivated by Cowles (1994), who developed the original program as part of her PhD thesis concerning practical issues in implementing the Gibbs sampler. It has been modiied by the rst author of this manual (NGB) to provide software suitable for general release. Research Council (UK) is gratefully acknowledged. The work was funded in part by ESRC (UK) Award Number H519 25 5023. We are also grateful to Brad Carlin for many helpful comments and ideas concerning the CODA software and manual, and to Steve Brooks for suggesting the graphical implementations of the Geweke and Gelman & Rubin convergence diagnostics