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.

Version: 1.3-2
Imports: utils, ellipse, Rcpp (≥ 0.12.10)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, mAr, knitr
Published: 2017-07-04
Author: James M. Flegal, John Hughes, Dootika Vats, and Ning Dai
Maintainer: Dootika Vats <D.Vats at warwick.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://faculty.ucr.edu/~jflegal , http://johnhughes.org, http://www2.warwick.ac.uk/fac/sci/statistics/crism/visitors/vats
NeedsCompilation: yes
Citation: mcmcse citation info
CRAN checks: mcmcse results

Downloads:

Reference manual: mcmcse.pdf
Vignettes: Using mcmcse
Package source: mcmcse_1.3-2.tar.gz
Windows binaries: r-devel: mcmcse_1.3-2.zip, r-release: mcmcse_1.3-2.zip, r-oldrel: mcmcse_1.3-2.zip
OS X El Capitan binaries: r-release: mcmcse_1.3-2.tgz
OS X Mavericks binaries: r-oldrel: mcmcse_1.3-2.tgz
Old sources: mcmcse archive

Reverse dependencies:

Reverse depends: copCAR
Reverse imports: dirmcmc, nse

Linking:

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