| esr {universals} | R Documentation |
Effective Sampling Rate
Description
Calculates the effective sampling rate (esr).
Usage
esr(x, ...)
Arguments
x |
An object. |
... |
Other arguments passed to methods. |
Details
By default
\frac{1}{1 + 2 \sum_{k = 1}^\infty\rho_k(\theta)}
from Brooks et al. (2011) where the infinite sum is truncated at
lag k when \rho_{k+1}(\theta) < 0.
Value
A number between 0 and 1 indicating the esr value.
References
Brooks, S., Gelman, A., Jones, G.L., and Meng, X.-L. (Editors). 2011. Handbook for Markov Chain Monte Carlo. Taylor & Francis, Boca Raton.
See Also
Other convergence:
converged_pars(),
converged_terms(),
converged(),
esr_pars(),
esr_terms(),
rhat_pars(),
rhat_terms(),
rhat()
[Package universals version 0.0.5 Index]