ess_summary | R Documentation |
computes effective sample sizes of the chain
ess_summary(output)
output |
an output of the malt function |
a list of effective sample sizes when estimating the first and second moments
d=50 sigma=((d:1)/d)^(1/2) init=rnorm(d)*sigma U=function(x){sum(0.5*x^2/sigma^2)} grad=function(x){x/sigma^2} n=10^4 g=1.5 h=0.20 L=8 output=malt(init,U,grad,n,g,h,L) ess_summary(output)
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