mcmcse

Monte Carlo Standard Errors for MCMC

v1.5-1 · Sep 20, 2025 · GPL (>= 2)

Description

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.

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CRAN Check Status

14 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	159.8s
r-devel-linux-x86_64-debian-gcc	OK	111.2s
r-devel-linux-x86_64-fedora-clang	OK	243.2s
r-devel-linux-x86_64-fedora-gcc	OK	286.2s
r-devel-macos-arm64	OK	26s
r-devel-windows-x86_64	OK	226s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	95s
r-oldrel-windows-x86_64	OK	240s
r-patched-linux-x86_64	OK	146.7s
r-release-linux-x86_64	OK	120.9s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	94s
r-release-windows-x86_64	OK	205s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (15)

depends

copCAR stableGR

imports

JointAI PEPBVS bayes4psy bpgmm genMCMCDiag nse postpack qbld remiod sklarsomega

suggests

LNIRT bayesImageS nimble

Dependency Network

Version History

new 1.5-1 Mar 10, 2026

updated 1.5-1 ← 1.5-0 diff Sep 20, 2025

updated 1.5-0 ← 1.4-1 diff Sep 8, 2021

updated 1.4-1 ← 1.3-2 diff Jan 28, 2020

updated 1.3-2 ← 1.3-1 diff Jul 3, 2017

updated 1.3-1 ← 1.2-1 diff Jun 30, 2017

updated 1.2-1 ← 1.1-2 diff Mar 24, 2016

updated 1.1-2 ← 1.1-1 diff Aug 24, 2015

updated 1.1-1 ← 1.0-1 diff Jul 30, 2015

updated 1.0-1 ← 0.1 diff Aug 5, 2012

new 0.1 May 17, 2012