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batchmeans (version 1.0-1)
Consistent Batch Means Estimation of Monte Carlo Standard Errors
Description
batchmeans provides consistent batch means estimation of Monte Carlo standard errors.
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1.0-1
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Install
install.packages('batchmeans')
Monthly Downloads
374
Version
1.0-1
License
GPL (>= 2)
Homepage
http://stat.psu.edu/~mharan
Maintainer
John Hughes
Last Published
June 20th, 2012
Functions in batchmeans (1.0-1)
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bm
Perform consistent batch means estimation on a vector of values from a Markov chain.
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.
bmmat
Apply
bm
to each column of a matrix or data frame of MCMC samples.