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.

AuthorJames M. Flegal <jflegal@ucr.edu>, John Hughes <hughesj@umn.edu> and Dootika Vats <vatsx007@umn.edu>
Date of publication2016-03-25 20:01:01
MaintainerJames M. Flegal <jflegal@ucr.edu>
LicenseGPL (>= 2)
Version1.2-1
http://faculty.ucr.edu/~jflegal , http://www.biostat.umn.edu/~johnh, http://www.stat.umn.edu/~vatsx007

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Files

mcmcse
mcmcse/COPYING
mcmcse/inst
mcmcse/inst/CITATION
mcmcse/inst/doc
mcmcse/inst/doc/mcmcse_vignette.R
mcmcse/inst/doc/mcmcse_vignette.pdf
mcmcse/inst/doc/mcmcse_vignette.Rnw
mcmcse/tests
mcmcse/tests/testthat.R
mcmcse/tests/testthat
mcmcse/tests/testthat/test_validity.R
mcmcse/src
mcmcse/src/msveC.cpp
mcmcse/src/Makevars.win
mcmcse/src/RcppExports.cpp
mcmcse/src/mbmC.cpp
mcmcse/NAMESPACE
mcmcse/R
mcmcse/R/qq_test.R mcmcse/R/mcse_multi.R mcmcse/R/confRegion.R mcmcse/R/multiESS.R mcmcse/R/RcppExports.R mcmcse/R/minESS.R mcmcse/R/zzz.R mcmcse/R/mcmcse.R
mcmcse/vignettes
mcmcse/vignettes/mcse.bib
mcmcse/vignettes/mcmcse_vignette.fdb_latexmk
mcmcse/vignettes/mcmcse_vignette.Rnw
mcmcse/MD5
mcmcse/build
mcmcse/build/vignette.rds
mcmcse/DESCRIPTION
mcmcse/man
mcmcse/man/minESS.Rd mcmcse/man/mcmcse-package.Rd mcmcse/man/mcse.multi.Rd mcmcse/man/confRegion.Rd mcmcse/man/estvssamp.Rd mcmcse/man/mcse.q.Rd mcmcse/man/mcse.Rd mcmcse/man/ess.Rd mcmcse/man/multiESS.Rd mcmcse/man/mcse.mat.Rd mcmcse/man/qqTest.Rd mcmcse/man/mcse.q.mat.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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