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)
  • ellipse
  • Rcpp >= 0.12.10
  • fftwtools
  • testthat
  • Rcpp
  • RcppArmadillo
  • Suggests (1)
  • knitr
  • Version History