batchmeans
Consistent Batch Means Estimation of Monte Carlo Standard Errors

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batchmeans: Consistent Batch Means Estimation of Monte Carlo Standard Errors
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Consistent Batch Means Estimation of Monte Carlo Standard Errors

bmPerform consistent batch means estimation on a vector of...
bmmatApply 'bm' to each column of a matrix or data frame of MCMC...
essEstimate effective sample size (ESS) as described in Kass et...
estvssampCreate a plot that shows how Monte Carlo estimates change...
batchmeans documentation built on July 2, 2020, 4:15 a.m.

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