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mcmcse

1.5-1Package record

Monte Carlo Standard Errors for MCMC

12packages dependsuggested by 4
46.2Kdownloads / year
37.8%test coverage
13/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
13OK
Slowest check: 5.1 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-04-22
  • ERROR13 OK, 1 ERROR2026-04-18
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.5-1
READMEYes · 115 wordsVignettesYes · 1 · dynamicNEWSNoCitation fileYes · computed when R runs itWebsitenot declared in DESCRIPTION
Help pages
15includes a package overview page
Examples that run
100%12 run in a plain check
Exported functions with examples
79%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
60%
Vignettes (1)

Downloads

46.2K
CRAN downloads in the past year
Rank #2,103 · ~127/day · ~3.8K/mo
Daily download trend is not available in this view yet.
2.9K30 days
8.4K90 days
46.2K1 year
Compare downloads with other packages →
Also on477 r2u10 autocran154 c2d4u

Repository

13Stars
6Forks
1Open issues
0Open PRs
0Releases
112Commits
4Commit identities
mcmcoutput-aeffective-sample-size
112 commits · Last activity 2025-09-21 · +8.3% stars, 30d
Responsiveness
How these are sampled
PRs merged (all time)
67%
Median days to close, 50 most recently updated closed issues
4
Median days to close, 50 most recently updated closed PRs
8

Stars over time

2023-09-20 · 122026-09-28 · 13
PracticesBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/dvats/mcmcse on 2026-10-11.

Continuous integration (1)
GitHub Actions
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)

Installing mcmcse adds 28 packages (14 with compiled code, 9.7 MB of source tarballs). Heaviest: Rcpp 1.8 MB, fs 1.4 MB, RcppArmadillo 1.0 MB.

Depends (0)
none
LinkingTo (2)
Suggests (1)
Enhances (0)
none
Reverse dependencies
12direct
1indirect
Depends 2 · Imports 10
Suggested by 4
Show all 16 packagesHide all 16 packages
Depends, Imports or LinkingTo, most downloaded first
Suggests, most downloaded first

People & History

People (6)
Author, Maintainer since 1.3-1 (2017) · added in 1.1-1
Author · added in 1.3-1
Author · added in 1.5-0
Author · added in 1.5-0

Previously maintained by James M. Flegal (0.1 to 1.2-1).

Listed in earlier versions (1)
Flegal
no longer listed · 1.5-1
Releases (10)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.5-1Latest
    record
    2025-09-21 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 1.5-0
    record
    2021-09-09 · diff ↗ ·
    removed 1 export
    qqTest
    added 2 exports
    BVN_Gibbs, is.mcmcse
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 1.4-1
    record
    2020-01-29 · diff ↗ ·
    added 1 export
    batchSize
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • 1.3-2
    record
    2017-07-04 · diff ↗
  • 1.3-1
    record
    2017-07-01 · diff ↗ ·
    added 1 export
    mcse.initseq
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
Show 9 earlier eventsHide 9 earlier events
  • 1.2-1
    record
    2016-03-25 · diff ↗ ·
    added 1 export
    minESS
  • 1.1-2
    record
    2015-08-25 · diff ↗
  • 1.1-1
    record
    2015-07-31 · diff ↗ ·
    added 4 exports
    mcse.multi, qqTest, multiESS, confRegion
  • R
    R 3.2.0 released · 2015-04-16
  • R
    R 3.1.0 released · 2014-04-10
  • R
    R 3.0.0 released · 2013-04-03
  • 1.0-1
    record
    2012-08-06 · diff ↗ ·
    removed 1 export
    pattern:.
    added 6 exports
    ess, estvssamp, mcse.mat, mcse.q.mat, mcse.q, mcse
  • 0.1
    record
    2012-05-18
  • R
    R 2.15.0 released · 2012-03-30

Package metadata

First published
2012-05-18
Total releases
10 / 14 yrs
License
GPL (>= 2) OSI
Download size
268 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("mcmcse")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for mcmcse version 1.5-1 [Data set]. HJJB, LLC. Data release v2026-10-17. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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