mcmcse
Monte Carlo Standard Errors for MCMC
Provides tools for computing Monte Carlo standard errors (MCSE) in Markov chain Monte Carlo (MCMC) settings (survey in <doi:10.1201/b10905>, Chapter 7). 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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.5-1 |
2026-04-09 windows/windows R-4.5 | mcmcse_1.5-1.zip |
766.6 KiB |