plot_acf: Autocorrelation plot of Gibbs samples
In RprobitB: Bayesian Probit Choice Modeling
plot_acf R Documentation
Autocorrelation plot of Gibbs samples
Description
This function plots the autocorrelation of the Gibbs samples. The plots
include the total Gibbs sample size TSS and the effective sample size
ESS, see the details.
Usage
plot_acf(gibbs_samples, par_labels)
Arguments
gibbs_samples
A matrix of Gibbs samples.
par_labels
A character vector with labels for the Gibbs samples, of length equal to the
number of columns of gibbs_samples.
Details
The effective sample size is the value
TSS / \sqrt{1 + 2\sum_{k\geq 1} \rho_k}
,
where \rho_k is the auto correlation between the chain offset by
k positions. The auto correlations are estimated via
spec.ar.
Value
No return value. Draws a plot to the current device.
RprobitB documentation built on May 29, 2024, 7:59 a.m.
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.
| plot_acf | R Documentation |
Autocorrelation plot of Gibbs samples
Description
This function plots the autocorrelation of the Gibbs samples. The plots
include the total Gibbs sample size TSS and the effective sample size
ESS, see the details.
Usage
plot_acf(gibbs_samples, par_labels)
Arguments
gibbs_samples |
A matrix of Gibbs samples. |
par_labels |
A character vector with labels for the Gibbs samples, of length equal to the
number of columns of |
Details
The effective sample size is the value
TSS / \sqrt{1 + 2\sum_{k\geq 1} \rho_k}
,
where \rho_k is the auto correlation between the chain offset by
k positions. The auto correlations are estimated via
spec.ar.
Value
No return value. Draws a plot to the current device.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.