# S3 method for mcmcr
esr(x, by = "all", as_df = FALSE, na_rm = FALSE, ...)
Arguments
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.
Value
A number between 0 and 1 indicating the esr value.
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.