mcmcse

Monte Carlo Standard Errors for MCMC

CRAN Package

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.


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  • Imports4 packages
  • Suggests1 package
  • Linking To2 packages
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  • Reverse Imports12 packages
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