Consistent Batch Means Estimation of Monte Carlo Standard Errors

Documentation for package ‘batchmeans’ version 1.0-4

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.