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
ormcmc.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.
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