Sample size adjusted for autocorrelation.
effectiveSize(x)A vector giving the effective sample size for each column of x.
An mcmc or mcmc.list object.
For a time series x of length N, the standard error of the
mean is the square root of var(x)/n where n is the
effective sample size. n = N only when there is no
autocorrelation.
Estimation of the effective sample size requires estimating the
spectral density at frequency zero. This is done by the function
spectrum0.ar
For a mcmc.list object, the effective sizes are summed across
chains. To get the size for each chain individually use
lapply(x,effectiveSize).
spectrum0.ar.