mcmcse: Monte Carlo Standard Errors for MCMC. mcmcse provides tools for computing Monte Carlo standard errors (MCSE) in Markov chain Monte Carlo (MCMC) settings. MCSE computation for expectation and quantile estimators is supported. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.
Keywords for this software
References in zbMATH (referenced in 5 articles )
Showing results 1 to 5 of 5.
- Liu, Zhuqing; Berrocal, Veronica J.; Bartsch, Andreas J.; Johnson, Timothy D.: Pre-surgical fMRI data analysis using a spatially adaptive conditionally autoregressive model (2016)
- Tan, Aixin; Huang, Jian: Bayesian inference for high-dimensional linear regression under mnet priors (2016)
- Johnson, Alicia A.; Jones, Galin L.: Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models (2015)
- Doss, Charles R.; Flegal, James M.; Jones, Galin L.; Neath, Ronald C.: Markov chain Monte Carlo estimation of quantiles (2014)
- Roy, Vivekananda: Convergence rates for MCMC algorithms for a robust Bayesian binary regression model (2012)