Package: mcmcse 1.5-0

Dootika Vats

mcmcse: Monte Carlo Standard Errors for MCMC

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 as well as multivariate estimations. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.

Authors:James M. Flegal <jflegal@ucr.edu>, John Hughes, Dootika Vats <dootika@iitk.ac.in>, Ning Dai, Kushagra Gupta, and Uttiya Maji

mcmcse_1.5-0.tar.gz
mcmcse_1.5-0.tar.gz(r-4.5-noble)mcmcse_1.5-0.tar.gz(r-4.4-noble)
mcmcse_1.5-0.tgz(r-4.4-emscripten)mcmcse_1.5-0.tgz(r-4.3-emscripten)
mcmcse.pdf |mcmcse.html✨
mcmcse/json (API)

# Install 'mcmcse' in R:
install.packages('mcmcse', repos = 'https://cloud.r-project.org')
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascpp

5.79 score 4 stars 17 packages 1.5k downloads 4 mentions 14 exports 28 dependencies

Last updated 4 years agofrom:c7bc2c7d2e. Checks:1 OK, 2 NOTE. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKApr 02 2025
R-4.5-linux-x86_64NOTEApr 02 2025
R-4.4-linux-x86_64NOTEApr 02 2025

Exports:batchSizeBVN_GibbsconfRegionessestvssampis.mcmcsemcsemcse.initseqmcse.matmcse.multimcse.qmcse.q.matminESSmultiESS

Dependencies:briocallrclicrayondescdiffobjdigestellipseevaluatefftwtoolsfsgluejsonlitelifecyclemagrittrpkgbuildpkgloadpraiseprocessxpsR6RcppRcppArmadillorlangrprojroottestthatwaldowithr

Using mcmcse

Rendered frommcmcse_vignette.Rnwusingknitr::knitron Apr 02 2025.

Last update: 2021-09-09
Started: 2015-08-01

Citation

'mcmcse' is a package that provides tools for computing Monte Carlo standard errors. This version of 'mcmcse' is currently licensed under the GNU Public License, v2 or later. If you are using 'mcmcse' for research that will be published, we request that you acknowledge this with the following citation:

James M. Flegal, John Hughes, Dootika Vats, Ning Dai, Kushagra Gupta, and Uttiya Maji. (2021). mcmcse: Monte Carlo Standard Errors for MCMC. R package version 1.5-0. Riverside, CA, and Kanpur, India.

Corresponding BibTeX entry: 

  @Manual{,
    title = {mcmcse: Monte Carlo Standard Errors for MCMC},
    author = {James M. Flegal and John Hughes and Dootika Vats and Ning
      Dai and Kushagra Gupta and Uttiya Maji},
    year = {2021},
    address = {Riverside, CA, and Kanpur, India},
    note = {R package version 1.5-0},
  }