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

In statvats/mcmcse: Monte Carlo Standard Errors for MCMC

Description

Create a plot that shows how Monte Carlo estimates change with increasing sample size.

Usage

estvssamp(x, g = mean, main = "Estimates vs Sample Size", add = FALSE, ...)

Arguments

x	a sample vector.
g	a function such that E(g(x)) is the quantity of interest. The default is g = mean.
main	an overall title for the plot. The default is “Estimates vs Sample Size”.
add	logical. If TRUE, add to a current plot.
...	additional arguments to the plotting function.

Value

NULL

Examples

## Bivariate Normal with mean (mu1, mu2) and covariance sigma
n <- 1e3
mu <- c(2, 50)
sigma <- matrix(c(1, 0.5, 0.5, 1), nrow = 2)

out <- BVN_Gibbs(n, mu, sigma)

estvssamp(out[,1], main = expression(E(x[1])))

statvats/mcmcse documentation built on Sept. 12, 2021, 8:22 p.m.