mcmcse-package |
Monte Carlo Standard Errors for MCMC |
batchSize |
Batch size (truncation point) selection |
confRegion |
Confidence regions (ellipses) for Monte Carlo estimates |
ess |
Univariate 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.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 a matrix or data frame of 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). |
qqTest |
QQplot for Markov chains |