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bssm (version 0.1.11)

print.mcmc_output: Print Results from MCMC Run

Description

Prints some basic summaries from the MCMC run by run_mcmc.

Usage

# S3 method for mcmc_output
print(x, ...)

Arguments

x

Output from run_mcmc.

...

Ignored.

Details

In case of IS-corrected MCMC, two-types of standard error and effective sample size estimates are returned. SE-IS (ESS-IS) are based only on importance sampling estimates, with weights corresponding to the block sizes of the jump chain multiplied by the importance correction weights (if IS-corrected method was used). These estimates ignore the possible autocorrelations but provide a lower-bound for the asymptotic standard error. The SE-AR (ESS-AR) estimates are based on the spectral density of \((x-hatx) * w\) where \(hatx\) is the weighted mean of \(x\) and \(w\) contains the weights.