| esr.mcmc.list | R Documentation |
Calculates the effective sampling rate (esr).
## S3 method for class 'mcmc.list' esr(x, by = "all", as_df = FALSE, na_rm = FALSE, ...)
x |
An object. |
by |
A string indicating whether to determine by "term", "parameter" or "all". |
as_df |
A flag indicating whether to return the results as a data frame versus a named list. |
na_rm |
A flag specifying whether to ignore missing values. |
... |
Other arguments passed to methods. |
By default
\frac{1}{1 + 2 ∑_{k = 1}^∞ρ_k(θ)}
from Brooks et al. (2011) where the infinite sum is truncated at lag k when ρ_{k+1}(θ) < 0.
A number between 0 and 1 indicating the esr value.
Brooks, S., Gelman, A., Jones, G.L., and Meng, X.-L. (Editors). 2011. Handbook for Markov Chain Monte Carlo. Taylor & Francis, Boca Raton.
Other convergence:
converged_pars(),
converged_terms(),
converged(),
esr_pars(),
esr_terms(),
rhat_pars(),
rhat_terms(),
rhat()