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universals (version 0.0.5)

esr_terms: Effective Sampling Rate for Terms

Description

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

Usage

esr_terms(x, ...)

Value

A list of uniquely named numeric objects with values between 0 and 1 indicating the effectively sampling rate for each term.

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_pars(), esr(), rhat_pars(), rhat_terms(), rhat()