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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 |
| Reference manual: | mcmcse.pdf |
| Vignettes: |
Using mcmcse |
| Package source: | mcmcse_1.5-0.tar.gz |
| Windows binaries: | r-devel: mcmcse_1.5-0.zip, r-release: mcmcse_1.5-0.zip, r-oldrel: mcmcse_1.5-0.zip |
| macOS binaries: | r-release (arm64): mcmcse_1.5-0.tgz, r-oldrel (arm64): mcmcse_1.5-0.tgz, r-release (x86_64): mcmcse_1.5-0.tgz, r-oldrel (x86_64): mcmcse_1.5-0.tgz |
| Old sources: | mcmcse archive |
| 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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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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