CRAN/E | mcmcse

mcmcse

Monte Carlo Standard Errors for MCMC

Installation

About

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.

Citation mcmcse citation info

Key Metrics

Version 1.5-0
Published 2021-09-09 963 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks mcmcse results

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Maintainer

Maintainer

Dootika Vats

dootika@iitk.ac.in

Authors

James M. Flegal
John Hughes
Dootika Vats
Ning Dai
Kushagra Gupta
andUttiya Maji

Material

README
Reference manual
Package source

In Views

Bayesian

Vignettes

Using mcmcse

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

mcmcse archive

Imports

utils
ellipse
Rcpp ≥ 0.12.10
fftwtools
testthat

Suggests

knitr

LinkingTo

Rcpp
RcppArmadillo

Reverse Depends

copCAR
stableGR

Reverse Imports

bayes4psy
bpgmm
dirmcmc
DSSP
JointAI
postpack
qbld
remiod
sklarsomega

Reverse Suggests

bayesImageS
bmscstan
LNIRT