Learn R Programming

universals (version 0.0.5)

esr_pars: Effective Sampling Rate for Parameters

Description

Calculates the effective sampling rate (esr) for each parameter.

Usage

esr_pars(x, ...)

Value

A uniquely named numeric vector of values between 0 and 1 indicating the esr value for each parameter.

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 \(\rho_{k+1}(\theta) < 0\).

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()