# NOT RUN {
## Bivariate Normal with mean (mu1, mu2) and covariance sigma
n <- 1e3
mu <- c(2, 50)
sigma <- matrix(c(1, 0.5, 0.5, 1), nrow = 2)
out <- BVN_Gibbs(n, mu, sigma)
mcse.bm <- mcse.multi(x = out)
mcse.tuk <- mcse.multi(x = out, method = "tukey")
# If we are only estimating the mean of the first component,
# and the second moment of the second component
g <- function(x) return(c(x[1], x[2]^2))
mcse <- mcse.multi(x = out, g = g)
# }
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