Monte Carlo Standard Errors for MCMC
Overview
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
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- 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%
- Using mcmcse PDF
Downloads
Repository
- 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
Forks over time
Issues over time
PRs over time
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.
Dependencies
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.
Show all 16 packagesHide all 16 packages
Code & Tests
People & History
Previously maintained by James M. Flegal (0.1 to 1.2-1).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.5-1Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.5-0
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.4-1
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.3-22017-07-04 · diff ↗
- 1.3-1
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
Show 9 earlier eventsHide 9 earlier events
Package metadata
- First published
- 2012-05-18
- Total releases
- 10 / 14 yrs
- License
- GPL (>= 2) OSI
- Download size
- 268 KB
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.
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.