universals (version 0.0.1)

esr: Effective Sampling Rate

Description

Calculates the effective sampling rate (esr).

Usage

esr(x, ...)

Arguments

x

An object.

...

Other arguments passed to methods.

Value

A number between 0 and 1 indicating the esr value.

Details

By default $$\frac{1}{1 + 2 \sum_{k = 1}^\infty\rho_k(\theta)}$$ from Brooks et al. (2011) where the infinite sum is truncated at lag \(k\) when \(\rho_{k+1}(\theta) < 0\).

References

Brooks, S., Gelman, A., Jones, G.L., and Meng, X.-L. (Editors). 2011. Handbook for Markov Chain Monte Carlo. Taylor & Francis, Boca Raton.

See Also

Other convergence: converged_pars(), converged_terms(), converged(), esr_pars(), esr_terms(), rhat_pars(), rhat_terms(), rhat()

Examples

# NOT RUN {
esr.foobar <- function(x, ...) {
  NotYetImplemented()
  # replace with code to get esr for an object of class 'foobar'
}
# }