R: Monte Carlo Standard Errors for MCMC

# Monte Carlo Standard Errors for MCMC

## Documentation for package ‘mcmcse’ version 1.5-1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

mcmcse-package | Monte Carlo Standard Errors for MCMC
batchSize | Batch size (truncation point) selection
BVN_Gibbs | MCMC samples from a bivariate normal distribution
confRegion | Confidence regions (ellipses) for Monte Carlo estimates
ess | Univariate effective sample size (ESS) as described in Gong and Flegal (2015)
estvssamp | Create a plot that shows how Monte Carlo estimates change with increasing sample size
is.mcmcse | Check if the class of the object is mcmcse
mcmcse | Monte Carlo Standard Errors for MCMC
mcse | Compute Monte Carlo standard errors for expectations
mcse.initseq | Multivariate Monte Carlo standard errors for expectations with the initial sequence method of Dai and Jones (2017)
mcse.mat | Apply 'mcse' to each column of the MCMC samples
mcse.multi | Multivariate Monte Carlo standard errors for expectations
mcse.q | Compute Monte Carlo standard errors for quantiles
mcse.q.mat | Apply 'mcse.q' to each column of a matrix or data frame of MCMC samples
minESS | Minimum effective sample size required for stable estimation as described in Vats et al. (2015)
multiESS | Effective Sample Size of a multivariate Markov chain as described in Vats et al. (2015)