rejectionRate {coda} | R Documentation |
Rejection Rate for Metropolis–Hastings chains
Description
rejectionRate
calculates the fraction of time that a
Metropolis–Hastings type chain rejected a proposed move. The rejection
rate is calculates separately for each variable in the mcmc.obj
argument, irregardless of whether the variables were drawn separately or
in a block. In the latter case, the values returned should be the
same.
Usage
rejectionRate(x)
Arguments
x |
An |
Details
For the purposes of this function, a "rejection" has occurred if the
value of the time series is the same at two successive time points.
This test is done naively using ==
and may produce problems due
to rounding error.
Value
A vector containing the rejection rates, one for each variable.
Author(s)
Russell Almond
[Package coda version 0.19-4.1 Index]