Calculates the effective sampling rate (esr) for each parameter.
Usage
esr_pars(x, ...)
Arguments
x
An object.
...
Other arguments passed to methods.
Value
A uniquely named numeric atomic vector of values between 0 and 1
indicating the esr value for each parameter.
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.
# NOT RUN {esr_pars.foobar <- function(x, ...) {
NotYetImplemented()
# replace with code to get esr for each parameter of an object of# class 'foobar'}
# }