# effectiveSize

From coda v0.17-1
by Martyn Plummer

##### Effective sample size for estimating the mean

Sample size adjusted for autocorrelation.

- Keywords
- ts

##### Usage

`effectiveSize(x)`

##### Arguments

- x
- An mcmc or mcmc.list object.

##### Details

For a time series `x`

of length `N`

, the standard error of the
mean is the square root of `var(x)/n`

where `n`

is the
effective sample size. `n = N`

only when there is no
autocorrelation.

Estimation of the effective sample size requires estimating the
spectral density at frequency zero. This is done by the function
`spectrum0.ar`

For a `mcmc.list`

object, the effective sizes are summed across
chains. To get the size for each chain individually use
`lapply(x,effectiveSize)`

.

##### Value

- A vector giving the effective sample size for each column of
`x`

.

##### See Also

*Documentation reproduced from package coda, version 0.17-1, License: GPL (>= 2)*

### Community examples

Looks like there are no examples yet.