MCMCSTATS: Stata module to compute convergence and summary statistics for MCMC estimation
This package provides two commands for analyzing results from Markov Chain Monte Carlo (MCMC) estimation. mcmcconverge calculates convergence statistics for scalar estimands. mcmcsummarize calculates summary statistics of the marginal distribution of scalar estimands.
|Requires:||Stata version 12|
|Date of creation:||04 Jan 2012|
|Date of revision:||23 Aug 2012|
|Note:||This module should be installed from within Stata by typing "ssc install mcmcstats". Windows users should not attempt to download these files with a web browser.|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s457388. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
If references are entirely missing, you can add them using this form.