Compute the summary statistics for the effective sample size (ESS) across posterior samples for possibly many variables
Value
Table of summary statistics using the function summary().
Examples
# ESS for iid simulations:
library(coda)
rand_iid = rnorm(n = 10^4)
getEffSize(rand_iid)
#> var1
#> 10000
# ESS for several AR(1) simulations with coefficients 0.1, 0.2,...,0.9:
rand_ar1 = sapply(seq(0.1, 0.9, by = 0.1), function(x) arima.sim(n = 10^4, list(ar = x)))
getEffSize(rand_ar1)
#> Min. 1st Qu. Median Mean 3rd Qu. Max.
#> 556.1 1659.7 3327.9 3756.4 5325.6 7923.7