bayestestR (version 0.2.5)

effective_sample: Effective Sample Size (ESS)

Description

This function returns the effective sample size (ESS).

Usage

effective_sample(model, ...)
# S3 method for brmsfit
effective_sample(model, effects = c("fixed", "random",
  "all"), component = c("conditional", "zi", "zero_inflated", "all"),
  parameters = NULL, ...)
# S3 method for stanreg
effective_sample(model, effects = c("fixed", "random",
  "all"), parameters = NULL, ...)

Arguments

model

A stanreg, stanfit, or brmsfit object.

...

Currently not used.

effects

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

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 brms-models.

parameters

Regular expression pattern that describes the parameters that should be returned. Meta-parameters (like lp__ or prior_) are filtered by default, so only parameters that typically appear in the summary() are returned. Use parameters to select specific parameters for the output.

Value

A data frame with two columns: Parameter name and effective sample size (ESS).

Details

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 (B<U+00FC>rkner, 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 “how much independent information there is in autocorrelated chains” (Kruschke 2015, p182-3).

References

• Kruschke, J. (2014). Doing Bayesian data analysis: A tutorial with R, JAGS, and Stan. Academic Press.

• B<U+00FC>rkner, P. C. (2017). brms: An R package for Bayesian multilevel models using Stan. Journal of Statistical Software, 80(1), 1-28

Examples

# NOT RUN {
library(rstanarm)
model <- stan_glm(mpg ~ wt + gear, data = mtcars, chains = 2, iter = 200, refresh = 0)
effective_sample(model)
# }