R: Effective sample size for estimating the mean

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 the square root of `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`

For a `mcmc.list` object, the effective sizes are summed across chains. To get the size for each chain individually use `lapply(x,effectiveSize)`.

### Value

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

### See Also

`spectrum0.ar`.

[Package coda version 0.19-1 Index]