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Tip revision: c349b1125b413a50f124f780f408b9e3f7167af3 authored by Dominique Makowski on 24 July 2024, 14:10:02 UTC
version 0.14.0
Tip revision: c349b11
effective_sample.Rd
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/effective_sample.R
\name{effective_sample}
\alias{effective_sample}
\alias{effective_sample.brmsfit}
\alias{effective_sample.stanreg}
\title{Effective Sample Size (ESS)}
\usage{
effective_sample(model, ...)

\method{effective_sample}{brmsfit}(
  model,
  effects = c("fixed", "random", "all"),
  component = c("conditional", "zi", "zero_inflated", "all"),
  parameters = NULL,
  ...
)

\method{effective_sample}{stanreg}(
  model,
  effects = c("fixed", "random", "all"),
  component = c("location", "all", "conditional", "smooth_terms", "sigma",
    "distributional", "auxiliary"),
  parameters = NULL,
  ...
)
}
\arguments{
\item{model}{A \code{stanreg}, \code{stanfit}, \code{brmsfit}, \code{blavaan}, or \code{MCMCglmm} object.}

\item{...}{Currently not used.}

\item{effects}{Should results for fixed effects, random effects or both be
returned? Only applies to mixed models. May be abbreviated.}

\item{component}{Should results for all parameters, parameters for the
conditional model or the zero-inflated part of the model be returned? May
be abbreviated. Only applies to \pkg{brms}-models.}

\item{parameters}{Regular expression pattern that describes the parameters
that should be returned. Meta-parameters (like \code{lp__} or \code{prior_}) are
filtered by default, so only parameters that typically appear in the
\code{summary()} are returned. Use \code{parameters} to select specific parameters
for the output.}
}
\value{
A data frame with two columns: Parameter name and effective sample size (ESS).
}
\description{
This function returns the effective sample size (ESS).
}
\details{
\strong{Effective Sample (ESS)} should be as large as possible, altough
for most applications, an effective sample size greater than 1,000 is
sufficient for stable estimates (Bürkner, 2017). The ESS corresponds to the
number of independent samples with the same estimation power as the N
autocorrelated samples. It is is a measure of \dQuote{how much independent
information there is in autocorrelated chains} (\emph{Kruschke 2015, p182-3}).
}
\examples{
\dontshow{if (require("rstanarm")) (if (getRversion() >= "3.4") withAutoprint else force)(\{ # examplesIf}
\donttest{
library(rstanarm)
model <- suppressWarnings(
  stan_glm(mpg ~ wt + gear, data = mtcars, chains = 2, iter = 200, refresh = 0)
)
effective_sample(model)
}
\dontshow{\}) # examplesIf}
}
\references{
\itemize{
\item Kruschke, J. (2014). Doing Bayesian data analysis: A tutorial with R, JAGS, and Stan. Academic Press.
\item Bürkner, P. C. (2017). brms: An R package for Bayesian multilevel models using Stan. Journal of Statistical Software, 80(1), 1-28
}
}
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