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

Arguments

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