| effectiveSize {coda} | R Documentation |
Sample size adjusted for autocorrelation.
effectiveSize(x)
x |
An mcmc or mcmc.list object. |
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
A vector giving the effective sample size for each column of x.