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: | 1.2-1 |
| Imports: | utils, ellipse, Rcpp (≥ 0.11.3) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, mAr, knitr |
| Published: | 2016-03-25 |
| Author: | James M. Flegal, John Hughes and Dootika Vats |
| Maintainer: | James M. Flegal <jflegal at ucr.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://faculty.ucr.edu/~jflegal , http://www.biostat.umn.edu/~johnh, http://www.stat.umn.edu/~vatsx007 |
| NeedsCompilation: | yes |
| Citation: | mcmcse citation info |
| CRAN checks: | mcmcse results |
| Reference manual: | mcmcse.pdf |
| Vignettes: |
Using mcmcse |
| Package source: | mcmcse_1.2-1.tar.gz |
| Windows binaries: | r-devel: mcmcse_1.2-1.zip, r-release: mcmcse_1.2-1.zip, r-oldrel: mcmcse_1.2-1.zip |
| OS X Mavericks binaries: | r-release: mcmcse_1.2-1.tgz, r-oldrel: mcmcse_1.2-1.tgz |
| Old sources: | mcmcse archive |
| Reverse depends: | copCAR |
| Reverse imports: | nse |
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