batchmeans

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Consistent Batch Means Estimation of Monte Carlo Standard Errors

Murali Haran

Last update: 7 May 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0-4

Source code repository: https://github.com/cran/batchmeans

Cited In (5)

• Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing
• LTFHPlus
• Extreme value-based methods for modeling elk yearly movements
• ngspatial
• BayesRGMM

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