mcmcse: Monte Carlo Standard Errors for MCMC
Version 1.3-2

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 <j.hughes@ucdenver.edu>, Dootika Vats <D.Vats@warwick.ac.uk>, and Ning Dai <daixx224@umn.edu>
Date of publication2017-07-04 07:20:37 UTC
MaintainerDootika Vats <D.Vats@warwick.ac.uk>
LicenseGPL (>= 2)
Version1.3-2
URL http://faculty.ucr.edu/~jflegal http://johnhughes.org http://www2.warwick.ac.uk/fac/sci/statistics/crism/visitors/vats
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mcmcse")

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mcmcse documentation built on July 4, 2017, 9:25 a.m.