The 'superdiag' package provides a comprehensive test suite for testing Markov Chain nonconvergence. It integrates five standard empirical MCMC convergence diagnostics (Gelman-Rubin, Geweke, Heidelberger-Welch, Raftery-Lewis, and Hellinger distance) and plotting functions for trace plots and density histograms. The functions of the package can be used to present all diagnostic statistics and graphs at once for conveniently checking MCMC nonconvergence.
