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 protected]>, John Hughes <[email protected]>, Dootika Vats <[email protected]>, and Ning Dai <[email protected]>|
|Date of publication||2017-07-04 07:20:37 UTC|
|Maintainer||Dootika Vats <[email protected]>|
|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|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.