statvats/mcmcse: Monte Carlo Standard Errors for MCMC

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.

Getting started

Package details

AuthorJames M. Flegal <[email protected]>, John Hughes <[email protected]>, Dootika Vats <[email protected]>, and Ning Dai <[email protected]>
MaintainerDootika Vats <[email protected]>
LicenseGPL (>= 2)
Version1.3-3
URL http://faculty.ucr.edu/~jflegal http://johnhughes.org http://www2.warwick.ac.uk/fac/sci/statistics/crism/visitors/vats
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("statvats/mcmcse")
statvats/mcmcse documentation built on Sept. 4, 2018, 12:30 a.m.