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\name{effectiveSize}
\alias{effectiveSize}
\title{Effective sample size for estimating the mean}
\description{
Sample size adjusted for autocorrelation.
}
\usage{
effectiveSize(x)
}
\arguments{
\item{x}{An mcmc or mcmc.list object.}
}
\details{
For a time series \code{x} of length \code{N}, the standard error of
the mean is \code{var(x)/n} where \code{n} is the effective sample
size. \code{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
\code{spectrum0.ar}
For a \code{mcmc.list} object, the effective sizes are summed across
chains. To get the size for each chain individually use
\code{lapply(x,effectiveSize)}.
}
\value{
A vector giving the effective sample size for each column of \code{x}.
}
\seealso{
\code{\link{spectrum0.ar}}.
}
\keyword{ts}
|
