batchSE(x, batchSize=100)
mcmc
or mcmc.list
object.x
.var(x)/n
overstates the precision of the estimate. This method
works around the problem by looking at the means of batches of the
parameter. If the batch size is large enough, the batch means should
be approximately uncorrelated and the normal formula for computing the
standard error should work. The batch standard error procedure is usually thought to be not as
accurate as the time series methods used in summary
and
effectiveSize
. It is included here for completeness.
spectrum0.ar
, effectiveSize
,
summary.mcmc