mcmcse: Monte Carlo Standard Errors for MCMC

Author(s): James M. Flegal and John Hughes
URL: http://cran.r-project.org/web/packages/mcmcse/index.html
Category: Software
Notes: mcmcse 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. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.

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