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]