getEffSize: Summarize of effective sample size
In drkowal/dsp: Dynamic Shrinkage Processes

getEffSize

R Documentation

Summarize of effective sample size

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/dsp documentation built on July 19, 2023, 11:42 a.m.