coda (version 0.17-1)

rejectionRate: Rejection Rate for Metropolis--Hastings chains

Description

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.

Usage

rejectionRate(x)

Arguments

x

An mcmc or mcmc.list object.

Value

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

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.