mcmcse: Monte Carlo Standard Errors for MCMC

Provides tools for computing Monte Carlo standard errors (MCSE) in Markov chain Monte Carlo (MCMC) settings. MCSE computation for expectation and quantile estimators is supported as well as multivariate estimations. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.

Package details

AuthorJames M. Flegal <jflegal@ucr.edu>, John Hughes, Dootika Vats <dootika@iitk.ac.in>, Ning Dai, Kushagra Gupta, and Uttiya Maji
MaintainerDootika Vats <dootika@iitk.ac.in>
LicenseGPL (>= 2)
Version1.5-0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mcmcse")

Try the mcmcse package in your browser

Any scripts or data that you put into this service are public.

mcmcse documentation built on Sept. 9, 2021, 9:06 a.m.