mcmcse: Monte Carlo Standard Errors for MCMC
Version 1.2-1

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.

Browse man pages Browse package API and functions Browse package files

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
URL http://faculty.ucr.edu/~jflegal http://www.biostat.umn.edu/~johnh http://www.stat.umn.edu/~vatsx007
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mcmcse")

Man pages

confRegion: Confidence regions (ellipses) from Markov chain Monte Carlo
ess: Estimate effective sample size (ESS) as described in Gong and...
estvssamp: Create a plot that shows how Monte Carlo estimates change...
mcmcse-package: Monte Carlo Standard Errors for MCMC
mcse: Compute Monte Carlo standard errors for expectations.
mcse.mat: Apply 'mcse' to each column of a matrix or data frame of MCMC...
mcse.multi: Multivariate Monte Carlo Standard Errors Estimation.
mcse.q: Compute Monte Carlo standard errors for quantiles.
mcse.q.mat: Apply 'mcse.q' to each column of a matrix or data frame of...
minESS: Minimum effective sample size.
multiESS: Effective Sample Size of a multivariate Markov chain.
qqTest: QQplot for Markov chains

Functions

confRegion Man page Source code
ess Man page Source code
estvssamp Man page Source code
mbmC Source code
mcmcse Man page
mcmcse-package Man page
mcse Man page Source code
mcse.mat Man page Source code
mcse.multi Man page Source code
mcse.q Man page Source code
mcse.q.mat Man page Source code
minESS Man page Source code
msveC Source code
multiESS Man page Source code
onAttach Source code
qqTest Man page Source code

Files

COPYING
inst
inst/CITATION
inst/doc
inst/doc/mcmcse_vignette.R
inst/doc/mcmcse_vignette.pdf
inst/doc/mcmcse_vignette.Rnw
tests
tests/testthat.R
tests/testthat
tests/testthat/test_validity.R
src
src/msveC.cpp
src/Makevars.win
src/RcppExports.cpp
src/mbmC.cpp
NAMESPACE
R
R/qq_test.R
R/mcse_multi.R
R/confRegion.R
R/multiESS.R
R/RcppExports.R
R/minESS.R
R/zzz.R
R/mcmcse.R
vignettes
vignettes/mcse.bib
vignettes/mcmcse_vignette.fdb_latexmk
vignettes/mcmcse_vignette.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/minESS.Rd
man/mcmcse-package.Rd
man/mcse.multi.Rd
man/confRegion.Rd
man/estvssamp.Rd
man/mcse.q.Rd
man/mcse.Rd
man/ess.Rd
man/multiESS.Rd
man/mcse.mat.Rd
man/qqTest.Rd
man/mcse.q.mat.Rd
mcmcse documentation built on May 20, 2017, 12:05 a.m.