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.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Johnson, Alicia A.; Jones, Galin L.: Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models (2015)
- Roy, Vivekananda: Convergence rates for MCMC algorithms for a robust Bayesian binary regression model (2012)