mcmcse (1.0-1)

0 users

Monte Carlo Standard Errors for MCMC.

http://faculty.ucr.edu/~jflegal
http://www.biostat.umn.edu/~johnh
http://cran.r-project.org/web/packages/mcmcse

mcmcse 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. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.

Maintainer: James M. Flegal
Author(s): James M. Flegal <jflegal@ucr.edu> and John Hughes <hughesj@umn.edu>

License: GPL (>= 2)

Uses: Does not use any package

Released 10 months ago.

1 previous version

Ratings

Overall:
  (0 votes)

Documentation:
  (0 votes)

Log in to vote.

Reviews

No one has written a review of mcmcse yet. Want to be the first? Write one now.

Related packages: … (20 best matches, based on common tags.)

Search for mcmcse on google, google scholar, r-help, r-devel.

Visit mcmcse on R Graphical Manual.