njtierney / mmcc

Fast, tidy functions for mcmc diagnostics and summaries, built with data.table
http://mmcc.njtierney.com/
Other
24 stars 5 forks source link

Add Haran et al's batch means function to diagnostics #25

Closed rdpeng closed 5 years ago

rdpeng commented 5 years ago

Here's an initial implementation of a diagnostic function for computing batch means-based standard errors.