ess | R Documentation |
Computes the effective sample size of MCMC chains, using the algorithm in Section 2.3 of the paper by Madeline Thompson. The algorithm is taken from earlier work on ‘Initial Sequence Estimators’ by multiple authors.
ess(x, method = c("coda", "ise"))
x |
Matrix object with each sample (possibly multivariate) as a row. Effective sample size calculation is done independently for each column of |
method |
Method of calculating effective size. Current options are "coda" which calls |
Vector with effective sample sizes for the time series in each column of x
.
Alireza S. Mahani, Asad Hasan, Marshall Jiang, Mansour T.A. Sharabiani
Thompson, Madeleine (2010) A Comparison of Methods for Computing Autocorrelation Time https://arxiv.org/pdf/1011.0175v1.pdf
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