Package: mcmcse 1.5-0

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.

Authors:James M. Flegal <[email protected]>, John Hughes, Dootika Vats <[email protected]>, Ning Dai, Kushagra Gupta, and Uttiya Maji

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mcmcse.pdf |mcmcse.html✨
mcmcse/json (API)

Peer review:

Bug tracker:https://github.com/dvats/mcmcse/issues

On CRAN:

effective-sample-sizemcmcoutput-a

14 exports 12 stars 3.63 score 35 dependencies 16 dependents 4 mentions 250 scripts 1.4k downloads

Last updated 3 years agofrom:154c4ba447. Checks:ERROR: 1 WARNING: 8. Indexed: yes.

Exports:batchSizeBVN_GibbsconfRegionessestvssampis.mcmcsemcsemcse.initseqmcse.matmcse.multimcse.qmcse.q.matminESSmultiESS

Dependencies:briocallrclicrayondescdiffobjdigestellipseevaluatefansifftwtoolsfsgluejsonlitelifecyclemagrittrpillarpkgbuildpkgconfigpkgloadpraiseprocessxpsR6RcppRcppArmadillorematch2rlangrprojroottestthattibbleutf8vctrswaldowithr