R* convergence diagnostic

This repository partners the following arXiv paper: https://arxiv.org/abs/2003.07900. To rerun the examples in the paper, execute the following files in the src folder:

Main text

• s_ar1.Rmd
• s_bivariate_normal.Rmd
• s_mvt_normal.Rmd
• s_cauchy.Rmd
• s_eight_schools.Rmd

Supplementary

• s_wide_distributions.Rmd
• s_trends.Rmd
• s_ovarian_prostate.Rmd
• s_discrete.Rmd
• s_ml.Rmd (uses shell script to generate data)
• s_hyperparameters.Rmd (uses shell script to generate data)
• s_gbm_vs_rf.Rmd