mcmcse (1.3-2)

0 users

Monte Carlo Standard Errors for MCMC.

http://faculty.ucr.edu/~jflegal
http://johnhughes.org
http://www2.warwick.ac.uk/fac/sci/statistics/crism/visitors/vats
http://cran.r-project.org/web/packages/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 as well as multivariate estimations. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.

Maintainer: Dootika Vats
Author(s): James M. Flegal <jflegal@ucr.edu>, John Hughes <j.hughes@ucdenver.edu>, Dootika Vats <D.Vats@warwick.ac.uk>, and Ning Dai <daixx224@umn.edu>

License: GPL (>= 2)

Uses: ellipse, Rcpp, mAr, testthat, knitr
Reverse depends: copCAR

Released 16 days ago.


6 previous versions

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.