Consistent Batch Means Estimation of Monte Carlo Standard Errors
Perform consistent batch means estimation on a vector of values from a...
Apply bm to each column of a matrix or data frame of MCMC samples.
Estimate effective sample size (ESS) as described in Kass et al. (1998...
Create a plot that shows how Monte Carlo estimates change with increas...
Provides consistent batch means estimation of Monte Carlo standard errors.