Monte Carlo Standard Errors for MCMC

Documentation for package ‘mcmcse’ version 1.0-1

ess	Estimate effective sample size (ESS) as described in Kass et al. (1998) and Robert and Casella (2004; p. 500).
estvssamp	Create a plot that shows how Monte Carlo estimates change with increasing sample size.
mcse	Compute Monte Carlo standard errors for expectations.
mcse.mat	Apply 'mcse' to each column of a matrix or data frame of MCMC samples.
mcse.q	Compute Monte Carlo standard errors for quantiles.
mcse.q.mat	Apply 'mcse.q' to each column of a matrix or data frame of MCMC samples.