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.
|Author||James M. Flegal <email@example.com>, John Hughes <firstname.lastname@example.org>, Dootika Vats <D.Vats@warwick.ac.uk>, and Ning Dai <email@example.com>|
|Date of publication||2017-07-04 07:20:37 UTC|
|Maintainer||Dootika Vats <D.Vats@warwick.ac.uk>|
|License||GPL (>= 2)|
|URL||http://faculty.ucr.edu/~jflegal http://johnhughes.org http://www2.warwick.ac.uk/fac/sci/statistics/crism/visitors/vats|
|Package repository||View on CRAN|
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