View source: R/rejectionRate.R

rejectionRate | R Documentation |

`rejectionRate`

calculates the fraction of time that a
Metropolisâ€“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.

`rejectionRate(x) `

`x` |
An |

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.

A vector containing the rejection rates, one for each variable.

Russell Almond

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