mcmcEss {ernm}R Documentation

MCMC Effective Sample Size

Description

Computes the effective sample size from a statistic vector.

Usage

mcmcEss(x)

Arguments

x

A numeric vector.

Value

A numeric value representing the effective sample size.

References

Kass, R. E., Carlin, B. P., Gelman, A., & Neal, R. M. (1998). "Markov Chain Monte Carlo in Practice: A Roundtable Discussion." *The American Statistician*, 52(2), 93-100. DOI: doi:10.2307/2685466


[Package ernm version 1.0.1 Index]