mcmcse: Monte Carlo Standard Errors for MCMC
Provides tools for computing Monte Carlo standard errors (MCSE) in
Markov chain Monte Carlo (MCMC) settings (survey in <doi:10.1201/b10905>,
Chapter 7). 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: |
1.5-1 |
| Imports: |
utils, ellipse, Rcpp (≥ 0.12.10), fftwtools, testthat |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
knitr |
| Published: |
2025-09-21 |
| Author: |
James M. Flegal [aut],
John Hughes [aut],
Dootika Vats [aut, cre],
Ning Dai [aut],
Kushagra Gupta [aut],
Uttiya Maji [aut] |
| Maintainer: |
Dootika Vats <dootika at iitk.ac.in> |
| BugReports: |
https://github.com/dvats/mcmcse/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/dvats/mcmcse |
| 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, DSSP, genMCMCDiag, JointAI, nse, PEPBVS, postpack, qbld, remiod, sklarsomega |
| Reverse suggests: |
bayesImageS, LNIRT, nimble |
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