rejectionRate

0th

Percentile

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.

Aliases
  • rejectionRate
  • rejectionRate.mcmc
  • rejectionRate.mcmc.list
Documentation reproduced from package coda, version 0.17-1, License: GPL (>= 2)

Community examples

Looks like there are no examples yet.