ess

ess(chains, options?): number

Multi-chain effective sample size (Vehtari et al. 2021). kind: 'bulk' (default) is the ESS of the rank-normalized split chains, for the precision of means and medians; kind: 'tail' is the smaller ESS of the 5% and 95% quantile indicators, for the precision of intervals. Both should exceed 100 per chain.

Parameters

chains

number[][]

Array of chains (each chain is an array of samples)

options?

kind?

"bulk" | "tail" = 'bulk'

Returns

number

ESS, or NaN with fewer than 4 draws per chain