mcmcse: Monte Carlo Standard Errors for MCMC (original) (raw)
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: | 1.5-0 |
|---|---|
| Imports: | utils, ellipse, Rcpp (≥ 0.12.10), fftwtools, testthat |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr |
| Published: | 2021-09-09 |
| DOI: | 10.32614/CRAN.package.mcmcse |
| Author: | James M. Flegal, John Hughes, Dootika Vats, Ning Dai, Kushagra Gupta, and Uttiya Maji |
| Maintainer: | Dootika Vats |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | mcmcse citation info |
| Materials: | README |
| In views: | Bayesian |
| CRAN checks: | mcmcse results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: | copCAR, stableGR |
|---|---|
| Reverse imports: | bayes4psy, bpgmm, DSSP, genMCMCDiag, JointAI, nse, PEPBVS, postpack, qbld, remiod, sklarsomega |
| Reverse suggests: | bayesImageS, LNIRT, nimble |
Linking:
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