Monte Carlo Standard Errors for MCMC
Batch size (truncation point) selection
MCMC samples from a bivariate normal distribution
Confidence regions (ellipses) for Monte Carlo estimates
Univariate effective sample size (ESS) as described in Gong and Flgal ...
Create a plot that shows how Monte Carlo estimates change with increas...
Check if the class of the object is mcmcse
Monte Carlo Standard Errors for MCMC
Multivariate Monte Carlo standard errors for expectations with the ini...
Apply mcse to each column of the MCMC samples.
Multivariate Monte Carlo standard errors for expectations.
Apply mcse.q to each column of a matrix or data frame of MCMC sample...
Compute Monte Carlo standard errors for quantiles.
Compute Monte Carlo standard errors for expectations.
Minimum effective sample size required for stable estimation as descri...
Effective Sample Size of a multivariate Markov chain as described in V...
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.