Monte Carlo Standard Errors for MCMC


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Documentation for package ‘mcmcse’ version 1.2-1

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mcmcse-package Monte Carlo Standard Errors for MCMC
confRegion Confidence regions (ellipses) from Markov chain Monte Carlo
ess Estimate effective sample size (ESS) as described in Gong and Felgal (2015).
estvssamp Create a plot that shows how Monte Carlo estimates change with increasing sample size.
mcmcse Monte Carlo Standard Errors for MCMC
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.multi Multivariate Monte Carlo Standard Errors Estimation.
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.
minESS Minimum effective sample size.
multiESS Effective Sample Size of a multivariate Markov chain.
qqTest QQplot for Markov chains