R/esr.R

In universals: S3 Generics for Bayesian Analyses

#' Effective Sampling Rate
#'
#' Calculates the effective sampling rate (`esr`).
#'
#' By default
#' \deqn{\frac{1}{1 + 2 \sum_{k = 1}^\infty\rho_k(\theta)}}
#' from Brooks et al. (2011) where the infinite sum is truncated at
#' lag \eqn{k} when \eqn{\rho_{k+1}(\theta) < 0}.
#'
#' @references
#' Brooks, S., Gelman, A., Jones, G.L., and Meng, X.-L. (Editors). 2011.
#' Handbook for Markov Chain Monte Carlo. Taylor & Francis, Boca Raton.
#' @inheritParams params
#' @return A number between 0 and 1 indicating the esr value.
#' @family convergence
#' @export
esr <- function(x, ...) {
  UseMethod("esr")
}