CRAN

mcmcse 1.3-2

Monte Carlo Standard Errors for MCMC

Released Jul 4, 2017 by Dootika Vats

This package can be loaded by Renjin but 7 out 10 tests failed.

Dependencies

RcppArmadillo 0.8.500.0 ellipse 0.4.1 Rcpp

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 as well as multivariate estimations. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>mcmcse</artifactId>
    <version>1.3-2-b21</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:mcmcse')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

Source

R
C
C++

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Release History