mcmcse

cranv1.5-1

Monte Carlo Standard Errors for MCMC. Provides tools for computing Monte Carlo standard errors (MCSE) in Markov chain Monte Carlo (MCMC) settings (survey in <doi:10.1201/b10905>, Chapter 7). MCSE computation for expectation and quantile estimators is supported as well as multivariate estimations. The package also provides functions for

License GPL (>= 2)0 versions1 maintainers5 deps1,030 weekly dl
dvats/mcmcse
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First published · 2025-09-21 06:52:30

Last updated · 2025-09-21T05:50:02+00:00