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
argument, irregardless of whether the variables were drawn separately or
in a block. In the latter case, the values returned should be the
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.
- A vector containing the rejection rates, one for each variable.