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

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