R: Consistent Batch Means Estimation of Monte Carlo Standard Errors

# Consistent Batch Means Estimation of Monte Carlo Standard Errors

## Documentation for package ‘batchmeans’ version 1.0-4

- DESCRIPTION file.

## Help Pages

bm | Perform consistent batch means estimation on a vector of values from a Markov chain.
bmmat | Apply 'bm' to each column of a matrix or data frame of MCMC samples.
ess | Estimate effective sample size (ESS) as described in Kass et al. (1998) and Robert and Casella (2004; p. 500).
estvssamp | Create a plot that shows how Monte Carlo estimates change with increasing sample size.