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batchmeans (version 1.0-4)

Consistent Batch Means Estimation of Monte Carlo Standard Errors

Description

Provides consistent batch means estimation of Monte Carlo standard errors.

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Version

Install

install.packages('batchmeans')

Monthly Downloads

331

Version

1.0-4

License

GPL (>= 2)

Maintainer

John Hughes

Last Published

May 7th, 2020

Functions in batchmeans (1.0-4)

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.