Description Usage Arguments Details Value References See Also Examples

Function returns the optimal batch size (or truncation point) for a given chain and method.

1 |

`x` |
A matrix or data frame of Markov chain output. Number of rows is the Monte Carlo sample size. |

`method` |
Any of “ |

`g` |
A function that represents features of interest. |

`fast` |
Boolean variable for fast estimation using a reasonable subset of the Markov chain. |

`batchSize`

fits a stationary autoregressive process to the marginals of `x`

, selecting the order of
the process as the one with the maximum AIC among the models with coefficients greater than a threshold.

A value of the optimal batch size (truncation point or bandwidth) is returned.

Liu, Y., Vats, D., and Flegal, J. M. (2021) Batch size selection for variance estimators in MCMC, *Methodology and
Computing in Applied Probability*, to appear.

`mcse.multi`

and `mcse`

, which calls on `batchSize`

.

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