Calculates the effective sampling rate (esr
).
# S3 method for mcmcarray
esr(x, by = "all", as_df = FALSE, na_rm = FALSE, ...)
An object.
A string indicating whether to determine by "term", "parameter" or "all".
A flag indicating whether to return the results as a data frame versus a named list.
A flag specifying whether to ignore missing values.
Other arguments passed to methods.
A number between 0 and 1 indicating the esr value.
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 \(\rho_{k+1}(\theta) < 0\).
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()