March 2019
Beginner to intermediate
448 pages
13h 14m
English
Content preview from R Statistics Cookbook
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What happens if there is substantial autocorrelation for a chain? Or posed in different terms: the effective sample size is small/or the dependence factor is too large? It could be caused by a poor choice of starting values (we could try with different starting values), or improper tuning of the MCMC algorithm (we could increase warm-up). It is always a good idea to increase the number of iterations as well.
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