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
Browse package contents
Package details |
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| Author | James M. Flegal <jflegal@ucr.edu>, John Hughes, Dootika Vats <dootika@iitk.ac.in>, Ning Dai, Kushagra Gupta, and Uttiya Maji |
| Maintainer | Dootika Vats <dootika@iitk.ac.in> |
| License | GPL (>= 2) |
| Version | 1.5-0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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