mcmcse swMATH ID: 8171 Software Authors: Flegal, James M.; Hughes, John 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; Stan; spBayes; NUTS; spam; FreeSurfer; lme4; ggplot2; gensim; Rcpp; JAGS; WinBUGS; blasso; numDeriv; sklarsomega; LBFGS-B; BayesLogit; PMTK; meanShiftR Cited in: 30 Documents all top 5 Cited by 71 Authors 5 Jones, Galin L. 3 Bouchard-Côté, Alexandre 3 Tan, Aixin 2 Doss, Hani 2 Flegal, James M. 2 Vats, Dootika 1 Agarwal, Medha 1 Bartsch, Andreas J. 1 Berg, Stephen 1 Berrocal, Veronica J. 1 Bezener, Martin 1 Binois, Mickaël 1 Biron-Lattes, Miguel 1 Brown, D. Andrew 1 Calder, Catherine A. 1 Campbell, Trevor 1 Canale, Antonio 1 Converse, Sarah J. 1 Craiu, Radu V. 1 Dai, Ning 1 Doss, Charles R. 1 Doucet, Arnaud 1 Fiecas, Mark B. 1 Gasperoni, Francesca 1 George, Clint P. 1 Ghosh, Joyee 1 Goatin, Paola 1 Göttlich, Simone 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 Kang, Hakmook 1 Khan, Kori 1 Kook, Jeong Hwan 1 Kowal, Daniel R. 1 Kunkel, Deborah 1 Latuszynski, Krzysztof 1 Lazar, Nicole A. 1 Li, Haoxiang 1 Link, William A. 1 Liu, Ying 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 Qin, Qian 1 Roberts, Gareth O. 1 Rosenthal, Jeffrey S. 1 Roy, Vivekananda 1 Sidén, Per 1 Song, Hyebin 1 Vannucci, Marina 1 Villani, Mattias 1 Vollmer, Sebastian J. 1 Würth, Alexandra 1 Yackel Adams, Amy A. 1 Zhang, Quan 1 Zhao, Tingting 1 Zhou, Haiming 1 Zhou, Mingyuan 1 Zhu, Wensheng all top 5 Cited in 15 Serials 4 Electronic Journal of Statistics 4 Journal of Computational and Graphical Statistics 3 Journal of the American Statistical Association 3 Journal of Machine Learning Research (JMLR) 3 Bayesian Analysis 2 The Canadian Journal of Statistics 2 Journal of Multivariate Analysis 2 Statistics and Computing 1 The Annals of Statistics 1 Biometrical Journal 1 The Annals of Applied Probability 1 Computational Statistics and Data Analysis 1 Advances in Computational Mathematics 1 Methodology and Computing in Applied Probability 1 Journal of Agricultural, Biological, and Environmental Statistics all top 5 Cited in 7 Fields 30 Statistics (62-XX) 11 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 1 Partial differential equations (35-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year