Sample size adjusted for autocorrelation.
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
n is the
effective sample size.
n = N only when there is no
Estimation of the effective sample size requires estimating the
spectral density at frequency zero. This is done by the function
mcmc.list object, the effective sizes are summed across
chains. To get the size for each chain individually use
A vector giving the effective sample size for each column of
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