rejectionRate

From coda v0.17-1 by Martyn Plummer

Rejection Rate for Metropolis--Hastings chains

rejectionRate calculates the fraction of time that a Metropolis--Hastings type chain rejected a proposed move. The rejection rate is calculates separately for each variable in the mcmc.obj argument, irregardless of whether the variables were drawn separately or in a block. In the latter case, the values returned should be the same.

Keywords: ts

Usage

rejectionRate(x)

Arguments

x: An mcmc or mcmc.list object.

Details

For the purposes of this function, a "rejection" has occurred if the value of the time series is the same at two successive time points. This test is done naively using == and may produce problems due to rounding error.

Value

A vector containing the rejection rates, one for each variable.

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

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