mcmcse (1.2-1)

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.

Maintainer: James M. Flegal
Author(s): James M. Flegal <>, John Hughes <> and Dootika Vats <>

License: GPL (>= 2)

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

Released over 3 years ago.