batchmeans: Consistent Batch Means Estimation of Monte Carlo Standard Errors

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Provides consistent batch means estimation of Monte Carlo standard errors.

Author
Murali Haran <mharan@stat.psu.edu> and John Hughes <jphughesjr@gmail.com>
Date of publication
2016-07-04 09:13:47
Maintainer
John Hughes <jphughesjr@gmail.com>
License
GPL (>= 2)
Version
1.0-3

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Man pages

bm
Perform consistent batch means estimation on a vector of...
bmmat
Apply 'bm' to each column of a matrix or data frame of MCMC...
ess
Estimate effective sample size (ESS) as described in Kass et...
estvssamp
Create a plot that shows how Monte Carlo estimates change...

Files in this package

batchmeans
batchmeans/COPYING
batchmeans/inst
batchmeans/inst/CITATION
batchmeans/NAMESPACE
batchmeans/R
batchmeans/R/batchmeans.R
batchmeans/R/zzz.R
batchmeans/MD5
batchmeans/DESCRIPTION
batchmeans/man
batchmeans/man/bmmat.Rd
batchmeans/man/estvssamp.Rd
batchmeans/man/bm.Rd
batchmeans/man/ess.Rd