Consistent Batch Means Estimation of Monte Carlo Standard Errors

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Documentation for package ‘batchmeans’ version 1.0-4

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bm Perform consistent batch means estimation on a vector of values from a Markov chain.
bmmat Apply 'bm' to each column of a matrix or data frame of MCMC samples.
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.