R: Rejection Rate for Metropolis-Hastings chains

rejectionRate {coda} | R Documentation

## Rejection Rate for Metropolis–Hastings chains

### Description

`rejectionRate` calculates the fraction of time that a Metropolis–Hastings type chain rejected a proposed move. The rejection rate is calculates separately for each variable in the `mcmc.obj` argument, irregardless of whether the variables were drawn separately or in a block. In the latter case, the values returned should be the same.

### Usage

    rejectionRate(x)

### Arguments

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

### Details

For the purposes of this function, a "rejection" has occurred if the value of the time series is the same at two successive time points. This test is done naively using `==` and may produce problems due to rounding error.

### Value

A vector containing the rejection rates, one for each variable.

### Author(s)

Russell Almond

[Package coda version 0.19-1 Index]