calc_lugsail_bm: Calculate Replicated Lugsail Batch Means Estimator
In LugsailGR: Generalized Gelman-Rubin Diagnostic and Effective Sample Size for MCMC
calc_lugsail_bm R Documentation
Calculate Replicated Lugsail Batch Means Estimator
Description
Computes the replicated lugsail batch means variance estimator (univariate)
or time-average covariance matrix (multivariate) for MCMC chains as described
by Vats and Knudson (2021).
Usage
calc_lugsail_bm(arr, b = NULL)
Arguments
arr
3D numeric array of dimension (n, p, m) representing n steps,
p parameters, and m chains.
b
Batch size. If NULL, defaults to floor(sqrt(n)).
Value
A list containing:
tau_L
Scalar variance estimate if p = 1, or p x p covariance matrix if p > 1.
b
Batch size used.
a
Number of batches.
LugsailGR documentation built on Aug. 5, 2026, 9:08 a.m.
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| calc_lugsail_bm | R Documentation |
Calculate Replicated Lugsail Batch Means Estimator
Description
Computes the replicated lugsail batch means variance estimator (univariate) or time-average covariance matrix (multivariate) for MCMC chains as described by Vats and Knudson (2021).
Usage
calc_lugsail_bm(arr, b = NULL)
Arguments
arr |
3D numeric array of dimension |
b |
Batch size. If |
Value
A list containing:
tau_L |
Scalar variance estimate if |
b |
Batch size used. |
a |
Number of batches. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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