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 <>, John Hughes, Dootika Vats <>, Ning Dai, Kushagra Gupta, and Uttiya Maji
MaintainerDootika Vats <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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mcmcse documentation built on Sept. 9, 2021, 9:06 a.m.