Description Usage Arguments Details Value See Also

Sample size adjusted for autocorrelation.

1 |

`x` |
An mcmc or mcmc.list object. |

For a time series `x`

of length `N`

, the standard error of the
mean is the square root of `var(x)/n`

where `n`

is the
effective sample size. `n = N`

only when there is no
autocorrelation.

Estimation of the effective sample size requires estimating the
spectral density at frequency zero. This is done by the function
`spectrum0.ar`

For a `mcmc.list`

object, the effective sizes are summed across
chains. To get the size for each chain individually use
`lapply(x,effectiveSize)`

.

A vector giving the effective sample size for each column of `x`

.

coda documentation built on Oct. 8, 2018, 5:04 p.m.

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