mcmcse: Monte Carlo Standard Errors for MCMC

Provides tools for computing Monte Carlo standard errors (MCSE) in Markov chain Monte Carlo (MCMC) settings (survey in <doi:10.1201/b10905>, Chapter 7). MCSE computation for expectation and quantile estimators is supported as well as multivariate estimations. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.

Version:	1.5-1
Imports:	utils, ellipse, Rcpp (≥ 0.12.10), fftwtools, testthat
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	knitr
Published:	2025-09-21
DOI:	10.32614/CRAN.package.mcmcse
Author:	James M. Flegal [aut], John Hughes [aut], Dootika Vats [aut, cre], Ning Dai [aut], Kushagra Gupta [aut], Uttiya Maji [aut]
Maintainer:	Dootika Vats <dootika at iitk.ac.in>
BugReports:	https://github.com/dvats/mcmcse/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://github.com/dvats/mcmcse
NeedsCompilation:	yes
Citation:	mcmcse citation info
Materials:	README
In views:	Bayesian
CRAN checks:	mcmcse results

Documentation:

Reference manual:	mcmcse.html , mcmcse.pdf
Vignettes:	Using mcmcse (source, R code)

Downloads:

Package source:	mcmcse_1.5-1.tar.gz
Windows binaries:	r-devel: mcmcse_1.5-1.zip, r-release: mcmcse_1.5-1.zip, r-oldrel: mcmcse_1.5-1.zip
macOS binaries:	r-release (arm64): mcmcse_1.5-1.tgz, r-oldrel (arm64): mcmcse_1.5-1.tgz, r-release (x86_64): mcmcse_1.5-1.tgz, r-oldrel (x86_64): mcmcse_1.5-1.tgz
Old sources:	mcmcse archive

Reverse dependencies:

Reverse depends:	copCAR, stableGR
Reverse imports:	bayes4psy, bpgmm, genMCMCDiag, JointAI, nse, PEPBVS, postpack, qbld, remiod, sklarsomega
Reverse suggests:	bayesImageS, LNIRT, nimble

Linking:

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