getEffSize: Summarize of effective sample size

In drkowal/FDLM: A Bayesian Multivariate Functional Dynamic Linear Model

Description

Compute the summary statistics for the effective sample size (ESS) across posterior samples for possibly many variables

Usage

getEffSize(postX)

Arguments

postX

An array of arbitrary dimension (nsims x ... x ...), where nsims is the number of posterior samples

Value

Table of summary statistics using the function summary().

Examples

# ESS for iid simulations:
rand_iid = rnorm(n = 10^4)
getEffSize(rand_iid)

# ESS for several AR(1) simulations with coefficients 0.1, 0.2,...,0.9:
rand_ar1 = sapply(seq(0.1, 0.9, by = 0.1), function(x) arima.sim(n = 10^4, list(ar = x)))
getEffSize(rand_ar1)

drkowal/FDLM documentation built on May 20, 2019, 5:20 p.m.