effectiveSize              package:coda              R Documentation

_E_f_f_e_c_t_i_v_e _s_a_m_p_l_e _s_i_z_e _f_o_r _e_s_t_i_m_a_t_i_n_g _t_h_e _m_e_a_n

_D_e_s_c_r_i_p_t_i_o_n:

     Sample size adjusted for autocorrelation.

_U_s_a_g_e:

     effectiveSize(x) 

_A_r_g_u_m_e_n_t_s:

       x: An mcmc or mcmc.list object.

_D_e_t_a_i_l_s:

     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'

_V_a_l_u_e:

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

_S_e_e _A_l_s_o:

     'spectrum0.ar'.

