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ernm (version 1.0.0)

mcmcse: MCMC Standard Error by Batch

Description

Computes the MCMC standard error from a statistic vector using a batching method.

Usage

mcmcse(x, expon = 0.5)

Value

A numeric value representing the estimated standard error.

Arguments

x

A numeric vector of statistics.

expon

A numeric value controlling the batch size; default is 0.5.