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mcmcse  

Monte Carlo Standard Errors for MCMC
View on CRAN: Click here


Download and install mcmcse package within the R console
Install from CRAN:
install.packages("mcmcse")

Install from Github:
library("remotes")
install_github("cran/mcmcse")

Install by package version:
library("remotes")
install_version("mcmcse", "1.5-1")



Attach the package and use:
library("mcmcse")
Maintained by
Dootika Vats
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-05-18
Latest Update: 2021-09-09
Description:
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 as well as multivariate estimations. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.
How to cite:
Dootika Vats (2012). mcmcse: Monte Carlo Standard Errors for MCMC. R package version 1.5-1, https://cran.r-project.org/web/packages/mcmcse. Accessed 06 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:28), 0.1 (2012-05-18 19:58), 1.0-1 (2012-08-06 20:23), 1.1-1 (2015-07-31 18:44), 1.1-2 (2015-08-25 00:44), 1.2-1 (2016-03-25 20:01), 1.3-1 (2017-07-01 16:55), 1.3-2 (2017-07-04 09:20), 1.4-1 (2020-01-29 13:40), 1.5-0 (2021-09-09 09:40)
Other packages that cited mcmcse R package
View mcmcse citation profile
Other R packages that mcmcse depends, imports, suggests or enhances
Complete documentation for mcmcse
Functions, R codes and Examples using the mcmcse R package
Some associated functions: BVN_Gibbs . batchSize . confRegion . ess . estvssamp . is.mcmcse . mcmcse-package . mcse.initseq . mcse.mat . mcse.multi . mcse . mcse.q.mat . mcse.q . minESS . multiESS . 
Some associated R codes: MVG.R . RcppExports.R . batchSize.R . confRegion.R . ignore.R . mcmcse.R . mcse_initseq.R . mcse_multi.R . minESS.R . multiESS.R .  Full mcmcse package functions and examples
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