EstimateESS {RZigZag}

EstimateESS

Description

Estimates the effective sample size (ESS) of a piecewise deterministic skeleton

Usage

EstimateESS(skeletonList, n_batches = 100L, coordinate = -1L,
  zeroMeans = FALSE)

Arguments

skeletonList

a piecewise deterministic skeleton (consisting of Times, Points and Velocities) returned by a sampler

n_batches

optional argument indicating the number of batches to use in the batch means estimation method

coordinate

if specified, only estimate the ESS of the specified coordinate, otherwise estimate the ESS of all coordinates

zeroMeans

if TRUE do not estimate means but assume a centered distribution

Value

Returns a list containing the estimated asymptotic variance, ESS and estimated covariance matrix