https://github.com/cran/sns
Tip revision: 766b6821a98ea206fe461d23237bc4a4589c24af authored by Alireza Mahani on 02 November 2022, 10:02:22 UTC
version 1.2.2
version 1.2.2
Tip revision: 766b682
ess.Rd
\name{ess}
\alias{ess}
\title{Effective Sample Size Calculator}
\description{
Computes the effective sample size of MCMC chains, using the algorithm in Section 2.3 of the paper by Madeline Thompson. The algorithm is taken from earlier work on `Initial Sequence Estimators' by multiple authors.
}
\usage{
ess(x, method = c("coda", "ise"))
}
\arguments{
\item{x}{Matrix object with each sample (possibly multivariate) as a row. Effective sample size calculation is done independently for each column of \code{x}.}
\item{method}{Method of calculating effective size. Current options are "coda" which calls \code{effectiveSize} function in \code{coda} package, and "ise" which uses the 'Initial Sequence Estimators' method described in Section 2.3 of Thompson (2010).}
}
\value{
Vector with effective sample sizes for the time series in each column of \code{x}.
}
\author{
Alireza S. Mahani, Asad Hasan, Marshall Jiang, Mansour T.A. Sharabiani
}
\references{
Thompson, Madeleine (2010)
\emph{A Comparison of Methods for Computing Autocorrelation Time}
\url{https://arxiv.org/pdf/1011.0175v1.pdf}
}