mcmcse
cranv1.5-1Monte 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
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Last updated · 2025-09-21T05:50:02+00:00