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. |