mcmcse swMATH ID: 8171 Software Authors: James M. Flegal; John Hughes Description: R package 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. Homepage: http://cran.r-project.org/web/packages/mcmcse/index.html Source Code: https://github.com/cran/mcmcse Dependencies: R Related Software: R; CODA; spBayes; Stan; spam; NUTS; blasso; JAGS; WinBUGS; numDeriv; sklarsomega; LBFGS-B; gensim; BayesLogit; PMTK; glmnet; Gibbsit; factorstochvol; FKF; CppAD Cited in: 22 Publications all top 5 Cited by 53 Authors 3 Jones, Galin L. 3 Tan, Aixin 2 Bouchard-Côté, Alexandre 2 Doss, Hani 2 Flegal, James M. 1 Bartsch, Andreas J. 1 Berrocal, Veronica J. 1 Bezener, Martin 1 Brown, D. Andrew 1 Canale, Antonio 1 Converse, Sarah J. 1 Craiu, Radu V. 1 Doss, Charles R. 1 Doucet, Arnaud 1 Gasperoni, Francesca 1 George, Clint P. 1 Ghosh, Joyee 1 Gray, Lawrence F. 1 Hanson, Timothy E. 1 Hinne, Max 1 Hostetter, Nathan J. 1 Huang, Jian 1 Janssen, Ronald J. 1 Jin, Rui 1 Johnson, Alicia A. 1 Johnson, Timothy D. 1 Kook, Jeong Hwan 1 Kowal, Daniel R. 1 Kunkel, Deborah 1 Latuszynski, Krzysztof 1 Lazar, Nicole A. 1 Link, William A. 1 Liu, Zhuqing 1 Luati, Alessandra 1 Madras, Neal 1 Mohammadi, Reza 1 Neath, Ronald C. 1 Neelon, Brian H. 1 Park, Joonha 1 Peruggia, Mario 1 Roberts, Gareth O. 1 Rosenthal, Jeffrey S. 1 Roy, Vivekananda 1 Sidén, Per 1 Vannucci, Marina 1 Vats, Dootika 1 Villani, Mattias 1 Vollmer, Sebastian J. 1 Yackel Adams, Amy A. 1 Zhang, Quan 1 Zhao, Tingting 1 Zhou, Haiming 1 Zhou, Mingyuan all top 5 Cited in 12 Serials 4 Electronic Journal of Statistics 3 Journal of Machine Learning Research (JMLR) 3 Bayesian Analysis 2 Journal of the American Statistical Association 2 Journal of Computational and Graphical Statistics 2 Statistics and Computing 1 The Canadian Journal of Statistics 1 Journal of Multivariate Analysis 1 The Annals of Applied Probability 1 Computational Statistics and Data Analysis 1 Methodology and Computing in Applied Probability 1 Journal of Agricultural, Biological, and Environmental Statistics Cited in 5 Fields 21 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 5 Numerical analysis (65-XX) 2 Computer science (68-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year