rejectionRate: Rejection Rate for Metropolis-Hastings chains
In coda: Output Analysis and Diagnostics for MCMC

rejectionRate

R Documentation

Rejection Rate for Metropolis–Hastings chains

Description

rejectionRate calculates the fraction of time that a Metropolis–Hastings type chain rejected a proposed move. The rejection rate is calculates separately for each variable in the mcmc.obj argument, irregardless of whether the variables were drawn separately or in a block. In the latter case, the values returned should be the same.

Usage

rejectionRate(x)

Arguments

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

Details

For the purposes of this function, a "rejection" has occurred if the value of the time series is the same at two successive time points. This test is done naively using == and may produce problems due to rounding error.