H_bar: Compute unbiased estimators from coupled chains

Description Usage

View source: R/H_bar.R


Compute the proposed unbiased estimators, for each of the element in the list 'c_chains'. The integral of interest is that of the function h, which can be multivariate. The estimator uses the variance reduction technique whereby the estimator is the MCMC average between times k and m, with probability going to one as k increases.


H_bar(c_chains, h = function(x) x, k = 0, m = 1)

pierrejacob/debiasedmcmc documentation built on Nov. 3, 2018, 3:26 p.m.