diff --git a/Project.toml b/Project.toml
index c2003e2..9af4c43 100644
--- a/Project.toml
+++ b/Project.toml
@@ -1,4 +1,4 @@
-name = "InferenceDiagnostics"
+name = "MCMCDiagnosticTools"
 uuid = "be115224-59cd-429b-ad48-344e309966f0"
 authors = ["David Widmann"]
 version = "0.1.0"
diff --git a/README.md b/README.md
index 3246f17..c9468a3 100644
--- a/README.md
+++ b/README.md
@@ -1,10 +1,10 @@
-# InferenceDiagnostics.jl
+# MCMCDiagnosticTools.jl
 
-[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://devmotion.github.io/InferenceDiagnostics.jl/stable)
-[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://devmotion.github.io/InferenceDiagnostics.jl/dev)
-[![Build Status](https://github.com/devmotion/InferenceDiagnostics.jl/workflows/CI/badge.svg?branch=main)](https://github.com/devmotion/InferenceDiagnostics.jl/actions?query=workflow%3ACI+branch%3Amain)
-[![Coverage](https://codecov.io/gh/devmotion/InferenceDiagnostics.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/devmotion/InferenceDiagnostics.jl)
-[![Coverage](https://coveralls.io/repos/github/devmotion/InferenceDiagnostics.jl/badge.svg?branch=main)](https://coveralls.io/github/devmotion/InferenceDiagnostics.jl?branch=main)
+[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://devmotion.github.io/MCMCDiagnosticTools.jl/stable)
+[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://devmotion.github.io/MCMCDiagnosticTools.jl/dev)
+[![Build Status](https://github.com/devmotion/MCMCDiagnosticTools.jl/workflows/CI/badge.svg?branch=main)](https://github.com/devmotion/MCMCDiagnosticTools.jl/actions?query=workflow%3ACI+branch%3Amain)
+[![Coverage](https://codecov.io/gh/devmotion/MCMCDiagnosticTools.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/devmotion/MCMCDiagnosticTools.jl)
+[![Coverage](https://coveralls.io/repos/github/devmotion/MCMCDiagnosticTools.jl/badge.svg?branch=main)](https://coveralls.io/github/devmotion/MCMCDiagnosticTools.jl?branch=main)
 [![Code Style: Blue](https://img.shields.io/badge/code%20style-blue-4495d1.svg)](https://github.com/invenia/BlueStyle)
 [![ColPrac: Contributor's Guide on Collaborative Practices for Community Packages](https://img.shields.io/badge/ColPrac-Contributor's%20Guide-blueviolet)](https://github.com/SciML/ColPrac)
 
diff --git a/docs/Manifest.toml b/docs/Manifest.toml
index a03bd1e..6cb2829 100644
--- a/docs/Manifest.toml
+++ b/docs/Manifest.toml
@@ -131,7 +131,7 @@ git-tree-sha1 = "f7be53659ab06ddc986428d3a9dcc95f6fa6705a"
 uuid = "b5f81e59-6552-4d32-b1f0-c071b021bf89"
 version = "0.2.2"
 
-[[InferenceDiagnostics]]
+[[MCMCDiagnosticTools]]
 deps = ["AbstractFFTs", "DataAPI", "Distributions", "LinearAlgebra", "MLJModelInterface", "Random", "SpecialFunctions", "Statistics", "StatsBase", "Tables"]
 path = ".."
 uuid = "be115224-59cd-429b-ad48-344e309966f0"
diff --git a/docs/Project.toml b/docs/Project.toml
index 03baa23..75bfe64 100644
--- a/docs/Project.toml
+++ b/docs/Project.toml
@@ -1,6 +1,6 @@
 [deps]
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
-InferenceDiagnostics = "be115224-59cd-429b-ad48-344e309966f0"
+MCMCDiagnosticTools = "be115224-59cd-429b-ad48-344e309966f0"
 MLJBase = "a7f614a8-145f-11e9-1d2a-a57a1082229d"
 MLJXGBoostInterface = "54119dfa-1dab-4055-a167-80440f4f7a91"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
@@ -8,7 +8,7 @@ Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
 [compat]
 Documenter = "0.27"
-InferenceDiagnostics = "0.1"
+MCMCDiagnosticTools = "0.1"
 MLJBase = "0.18"
 MLJXGBoostInterface = "0.1"
 julia = "1.3"
diff --git a/docs/make.jl b/docs/make.jl
index 331053f..97e234e 100644
--- a/docs/make.jl
+++ b/docs/make.jl
@@ -5,20 +5,20 @@ if haskey(ENV, "GITHUB_ACTIONS")
     ENV["JULIA_DEBUG"] = "Documenter"
 end
 
-using InferenceDiagnostics
+using MCMCDiagnosticTools
 
 DocMeta.setdocmeta!(
-    InferenceDiagnostics, :DocTestSetup, :(using InferenceDiagnostics); recursive=true
+    MCMCDiagnosticTools, :DocTestSetup, :(using MCMCDiagnosticTools); recursive=true
 )
 
 makedocs(;
-    modules=[InferenceDiagnostics],
+    modules=[MCMCDiagnosticTools],
     authors="David Widmann",
-    repo="https://github.com/devmotion/InferenceDiagnostics.jl/blob/{commit}{path}#{line}",
-    sitename="InferenceDiagnostics.jl",
+    repo="https://github.com/devmotion/MCMCDiagnosticTools.jl/blob/{commit}{path}#{line}",
+    sitename="MCMCDiagnosticTools.jl",
     format=Documenter.HTML(;
         prettyurls=get(ENV, "CI", "false") == "true",
-        canonical="https://devmotion.github.io/InferenceDiagnostics.jl",
+        canonical="https://devmotion.github.io/MCMCDiagnosticTools.jl",
         assets=String[],
     ),
     pages=["Home" => "index.md"],
@@ -27,5 +27,5 @@ makedocs(;
 )
 
 deploydocs(;
-    repo="github.com/devmotion/InferenceDiagnostics.jl", push_preview=true, devbranch="main"
+    repo="github.com/devmotion/MCMCDiagnosticTools.jl", push_preview=true, devbranch="main"
 )
diff --git a/docs/src/index.md b/docs/src/index.md
index 81fb0a9..33e0339 100644
--- a/docs/src/index.md
+++ b/docs/src/index.md
@@ -1,8 +1,8 @@
 ```@meta
-CurrentModule = InferenceDiagnostics
+CurrentModule = MCMCDiagnosticTools
 ```
 
-# InferenceDiagnostics
+# MCMCDiagnosticTools
 
 ## Effective sample size and potential scale reduction
 
diff --git a/src/InferenceDiagnostics.jl b/src/MCMCDiagnosticTools.jl
similarity index 96%
rename from src/InferenceDiagnostics.jl
rename to src/MCMCDiagnosticTools.jl
index c992b91..5d6f2b0 100644
--- a/src/InferenceDiagnostics.jl
+++ b/src/MCMCDiagnosticTools.jl
@@ -1,4 +1,4 @@
-module InferenceDiagnostics
+module MCMCDiagnosticTools
 
 using AbstractFFTs: AbstractFFTs
 using DataAPI: DataAPI
diff --git a/test/ess.jl b/test/ess.jl
index 91fac76..4528c73 100644
--- a/test/ess.jl
+++ b/test/ess.jl
@@ -4,29 +4,29 @@
         x = rand(50, 20)
 
         # check incompatible sizes
-        @test_throws DimensionMismatch InferenceDiagnostics.copyto_split!(
+        @test_throws DimensionMismatch MCMCDiagnosticTools.copyto_split!(
             similar(x, 25, 20), x
         )
-        @test_throws DimensionMismatch InferenceDiagnostics.copyto_split!(
+        @test_throws DimensionMismatch MCMCDiagnosticTools.copyto_split!(
             similar(x, 50, 40), x
         )
 
         y = similar(x, 25, 40)
-        InferenceDiagnostics.copyto_split!(y, x)
+        MCMCDiagnosticTools.copyto_split!(y, x)
         @test reshape(y, size(x)) == x
 
         # check a matrix with odd number of rows
         x = rand(51, 20)
 
         # check incompatible sizes
-        @test_throws DimensionMismatch InferenceDiagnostics.copyto_split!(
+        @test_throws DimensionMismatch MCMCDiagnosticTools.copyto_split!(
             similar(x, 25, 20), x
         )
-        @test_throws DimensionMismatch InferenceDiagnostics.copyto_split!(
+        @test_throws DimensionMismatch MCMCDiagnosticTools.copyto_split!(
             similar(x, 51, 40), x
         )
 
-        InferenceDiagnostics.copyto_split!(y, x)
+        MCMCDiagnosticTools.copyto_split!(y, x)
         @test reshape(y, 50, 20) == x[vcat(1:25, 27:51), :]
     end
 
diff --git a/test/rstar/Project.toml b/test/rstar/Project.toml
index ce18c28..4eacf48 100644
--- a/test/rstar/Project.toml
+++ b/test/rstar/Project.toml
@@ -1,6 +1,6 @@
 [deps]
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
-InferenceDiagnostics = "be115224-59cd-429b-ad48-344e309966f0"
+MCMCDiagnosticTools = "be115224-59cd-429b-ad48-344e309966f0"
 MLJBase = "a7f614a8-145f-11e9-1d2a-a57a1082229d"
 MLJLIBSVMInterface = "61c7150f-6c77-4bb1-949c-13197eac2a52"
 MLJXGBoostInterface = "54119dfa-1dab-4055-a167-80440f4f7a91"
@@ -8,7 +8,7 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [compat]
 Distributions = "0.25"
-InferenceDiagnostics = "0.1"
+MCMCDiagnosticTools = "0.1"
 MLJBase = "0.18"
 MLJLIBSVMInterface = "0.1"
 MLJXGBoostInterface = "0.1"
diff --git a/test/rstar/runtests.jl b/test/rstar/runtests.jl
index 99ac759..41de3fb 100644
--- a/test/rstar/runtests.jl
+++ b/test/rstar/runtests.jl
@@ -1,4 +1,4 @@
-using InferenceDiagnostics
+using MCMCDiagnosticTools
 
 using Distributions
 using MLJBase
diff --git a/test/runtests.jl b/test/runtests.jl
index c195346..03957a7 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -7,7 +7,7 @@ using Pkg
     Pkg.instantiate()
 end
 
-using InferenceDiagnostics
+using MCMCDiagnosticTools
 using FFTW
 
 using Random
@@ -16,7 +16,7 @@ using Test
 
 Random.seed!(1)
 
-@testset "InferenceDiagnostics.jl" begin
+@testset "MCMCDiagnosticTools.jl" begin
     @testset "discrete diagnostic" begin
         include("discretediag.jl")
     end
@@ -44,7 +44,7 @@ Random.seed!(1)
         if VERSION >= v"1.3" && Sys.WORD_SIZE == 64
             # run tests related to rstar statistic
             Pkg.activate("rstar")
-            Pkg.develop(; path=dirname(dirname(pathof(InferenceDiagnostics))))
+            Pkg.develop(; path=dirname(dirname(pathof(MCMCDiagnosticTools))))
             Pkg.instantiate()
             include(joinpath("rstar", "runtests.jl"))
         else