MCMC diagnostic plots

[zenith378]

Hi,

I am reaching out to inquire about the possibility of incorporating methods for plotting diagnostic figures related to MCMC tuning in this project (e.g. trace and acf plots).

While exploring the project, I came across an example from four years ago that seems to demonstrate a MCMCDiagnostics method (Example Link). However, I could not find this method in the documentation, and my attempts to utilize it based on the example were unsuccessful.

Could it be possible to have documentation or an updated example on the MCMCDiagnostics method? Alternatively, if this feature is not present, would it be possible to consider adding methods for generating trace and acf plots during MCMC tuning?

Thanks in advance.

[oschulz]

Yes, we definitely want to add better MCMC diagnostic plots, it's been on our mind for a while, and you're right, we should really get on this. :-)