gusl: (Default)
[personal profile] gusl
I'm interested in the effective sample size of my Gibbs sample.

Plotting the autocorrelation function, I notice that the even lags have a higher much autocorrelation than the odd lags. But if you skip odd numbers (or the even numbers), it looks smooth. It's interesting to consider what may have caused this.

I'm also wondering if R's effectiveSize will still work correctly.

February 2020

S M T W T F S
      1
2345678
9101112131415
16171819202122
23242526272829

Most Popular Tags

Style Credit

Expand Cut Tags

No cut tags