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.
Tests Vignettes
Available Snapshots
This version of mcmcse can be found in the following snapshots:
Dependencies
| Imports/Depends/LinkingTo/Enhances (6) |
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| Suggests (1) |
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