mcmcse (1.0-1)

Monte Carlo Standard Errors for MCMC.

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 <> and John Hughes <>

License: GPL (>= 2)

Uses: Does not use any package
Reverse depends: copCAR
Reverse suggests: bayesImageS

Released about 7 years ago.