diagnose {systemicrisk}R Documentation

Outputs Effective Sample Size Diagonistics for MCMC run

Description

Computes the Effective Sample Size using the method effectiveSize in of the package coda.

Usage

diagnose(res)

Arguments

res

output from sample_HierarchicalModel.

Details

Currently only works with L where the diagonal is 0. The function ignores the diagonal and tries to determine from the row and column sums which parts of the matrix are 0.

Value

No return value. Called for printing the diagnostics.


[Package systemicrisk version 0.4.3 Index]