effectiveSampleSize
effectiveSampleSize(
samples):number
Defined in: mc/src/utils/trace.js:42
Compute effective sample size (ESS) using autocorrelation
Parameters
samples
number[]
Array of samples
Returns
number
Effective sample size
effectiveSampleSize(
samples):number
Defined in: mc/src/utils/trace.js:42
Compute effective sample size (ESS) using autocorrelation
number[]
Array of samples
number
Effective sample size