mcmcse: 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.
| 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 <dootika at iitk.ac.in> |
| 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, dirmcmc, DSSP, genMCMCDiag, JointAI, nse, PEPBVS, postpack, qbld, remiod, sklarsomega |
| Reverse suggests: |
bayesImageS, LNIRT, nimble |
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