RZigZag (version 0.2.1)

EstimateMoment: EstimateMoment

Description

Estimates the p-th moment of a piecewise deterministic skeleton

Usage

EstimateMoment(skeletonList, p, coordinate = -1L)

Arguments

skeletonList

a piecewise deterministic skeleton (consisting of Times, Points and Velocities) returned by a sampler

p

moment to estimate

coordinate

if specified, only estimate the ESS of the specified coordinate, otherwise estimate the ESS of all coordinates

Value

Returns a list containing the estimated moment