effectiveSize {coda} | R Documentation |

## Effective sample size for estimating the mean

### Description

Sample size adjusted for autocorrelation.

### Usage

effectiveSize(x)

### Arguments

`x` |
An mcmc or mcmc.list object. |

### Details

For a time series `x`

of length `N`

, the standard error of
the mean is `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`

### Value

A vector giving the effective sample size for each column of `x`

.

### See Also

`spectrum0.ar`

.

[Package

*coda* version 0.8-3

Index]