Monte Carlo Standard Errors for MCMC

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Documentation for package ‘mcmcse’ version 1.5-0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

mcmcse-package	Monte Carlo Standard Errors for MCMC
batchSize	Batch size (truncation point) selection
BVN_Gibbs	MCMC samples from a bivariate normal distribution
confRegion	Confidence regions (ellipses) for Monte Carlo estimates
ess	Univariate effective sample size (ESS) as described in Gong and Flgal (2015).
estvssamp	Create a plot that shows how Monte Carlo estimates change with increasing sample size.
is.mcmcse	Check if the class of the object is mcmcse
mcmcse	Monte Carlo Standard Errors for MCMC
mcse	Compute Monte Carlo standard errors for expectations.
mcse.initseq	Multivariate Monte Carlo standard errors for expectations with the initial sequence method of Dai and Jones (2017)
mcse.mat	Apply 'mcse' to each column of the MCMC samples.
mcse.multi	Multivariate Monte Carlo standard errors for expectations.
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 required for stable estimation as described in Vats et al. (2015)
multiESS	Effective Sample Size of a multivariate Markov chain as described in Vats et al. (2015).