Monte Carlo Standard Errors for MCMC

batchSize | Batch size (truncation point) selection |

BVN_Gibbs | MCMC samples from a bivariate normal distribution |

confRegion | Confidence regions (ellipses) for Monte Carlo estimates |

ess | Univariate effective sample size (ESS) as described in Gong... |

estvssamp | Create a plot that shows how Monte Carlo estimates change... |

is.mcmcse | Check if the class of the object is mcmcse |

mcmcse-package | Monte Carlo Standard Errors for MCMC |

mcse | Compute Monte Carlo standard errors for expectations. |

mcse.initseq | Multivariate Monte Carlo standard errors for expectations... |

mcse.mat | Apply 'mcse' to each column of the MCMC samples. |

mcse.multi | Multivariate Monte Carlo standard errors for expectations. |

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 required for stable estimation... |

multiESS | Effective Sample Size of a multivariate Markov chain as... |

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