mcmcse: Monte Carlo Standard Errors for MCMC

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.

Version: 1.4-1
Imports: utils, ellipse, Rcpp (≥ 0.12.10)
LinkingTo: Rcpp, RcppArmadillo
Suggests: mAr, knitr
Published: 2020-01-29
Author: James M. Flegal, John Hughes, Dootika Vats, and Ning Dai
Maintainer: Dootika Vats <dootika at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: ,,
NeedsCompilation: yes
Citation: mcmcse citation info
Materials: README
CRAN checks: mcmcse results


Reference manual: mcmcse.pdf
Vignettes: Using mcmcse
Package source: mcmcse_1.4-1.tar.gz
Windows binaries: r-prerelease:, r-release:, r-oldrel:
macOS binaries: r-prerelease: mcmcse_1.4-1.tgz, r-release: mcmcse_1.4-1.tgz, r-oldrel: mcmcse_1.4-1.tgz
Old sources: mcmcse archive

Reverse dependencies:

Reverse depends: copCAR, stableGR
Reverse imports: bayes4psy, bpgmm, dirmcmc, JointAI, nse
Reverse suggests: bayesImageS


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