esr_pars {universals} | R Documentation |
Effective Sampling Rate for Parameters
Description
Calculates the effective sampling rate (esr
) for each parameter.
Usage
esr_pars(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 uniquely named numeric vector of values between 0 and 1 indicating the esr value for each parameter.
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_terms()
,
esr()
,
rhat_pars()
,
rhat_terms()
,
rhat()
[Package universals version 0.0.5 Index]