sess {genMCMCDiag}

Calculate the effective sample size, per chain and in total, of draws from an MCMC algorithm

Description

Calculate the effective sample size, per chain and in total, of draws from an MCMC algorithm

Usage

sess(mhDraws, ...)

Arguments

mhDraws

List of data.frames. Each data.frame represents a single chain. Data.frame columns for which ESS is calculated should be named val.1, ..., val.k

...

Catches unnecessary additional arguments

Value

Data.frame with 1 Row and (# Chains + 1) Columns. Each entry gives the estimated ESS for the chain or sum of chains.