rejectionRate              package:coda              R Documentation

_R_e_j_e_c_t_i_o_n _R_a_t_e _f_o_r _M_e_t_r_o_p_o_l_i_s-_H_a_s_t_i_n_g_s _c_h_a_i_n_s

_D_e_s_c_r_i_p_t_i_o_n:

     '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.

_U_s_a_g_e:

     rejectionRate(x) 

_A_r_g_u_m_e_n_t_s:

       x: An 'mcmc' or 'mcmc.list' object.

_D_e_t_a_i_l_s:

     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.

_V_a_l_u_e:

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

_A_u_t_h_o_r(_s):

     Russell Almond

