# nse.geyer: Geyer estimator In nse: Numerical Standard Errors Computation in R

 nse.geyer R Documentation

## Geyer estimator

### Description

Function which calculates the numerical standard error with the method of Geyer (1992).

### Usage

```nse.geyer(
x,
type = c("iseq", "bm", "obm", "iseq.bm"),
nbatch = 30,
iseq.type = c("pos", "dec", "con")
)
```

### Arguments

 `x` A numeric vector. `type` The type which can be either `"iseq"`, `"bm"`, `"obm"` or `"iseq.bm"`. See *Details*. Default is `type = "iseq"`. `nbatch` Number of batches when `type = "bm"` and `type = "iseq.bm"`. Default is `nbatch = 30`. `iseq.type` Constraints on function: `"pos"` for nonnegative, `"dec"` for nonnegative and nonincreasing, and `"con"` for nonnegative, nonincreasing, and convex. Default is `iseq.type = "pos"`.

### Details

The type `"iseq"` gives the positive intial sequence estimator, `"bm"` is the batch mean estimator, `"obm"` is the overlapping batch mean estimator and `"iseq.bm"` is a combination of `"iseq"` and `"bm"`.

### Value

The NSE estimator.

### Note

`nse.geyer` relies on the packages `mcmc` and `mcmcse`; see the documentation of these packages for more details.

### Author(s)

David Ardia and Keven Bluteau

### References

Geyer, C.J. (1992). Practical Markov chain Monte Carlo. Statistical Science 7(4), .473-483.

### Examples

```## Not run:
n    = 1000
ar   = 0.9
mean = 1
sd   = 1
set.seed(1234)
x = c(arima.sim(n = n, list(ar = ar), sd = sd) + mean)
nse.geyer(x = x, type = "bm", nbatch = 30)
nse.geyer(x = x, type = "obm", nbatch = 30)
nse.geyer(x = x, type = "iseq", iseq.type = "pos")
nse.geyer(x = x, type = "iseq.bm", iseq.type = "con")

## End(Not run)
```

nse documentation built on Nov. 10, 2022, 5:52 p.m.