get_ess {mssm} | R Documentation |
Extracts the effective sample size at each time point from a mssm
object.
get_ess(object)
object |
an object of class |
An object of class mssmEss
with the effective sample sizes.
if(require(Ecdat)){ # load data and fit glm to get some parameters to use in an illustration data("Gasoline", package = "Ecdat") glm_fit <- glm(lgaspcar ~ factor(country) + lincomep + lrpmg + lcarpcap, Gamma("log"), Gasoline) # get object to run particle filter library(mssm) ll_func <- mssm( fixed = formula(glm_fit), random = ~ 1, family = Gamma("log"), data = Gasoline, ti = year, control = mssm_control( N_part = 1000L, n_threads = 1L)) # run particle filter pf <- ll_func$pf_filter( cfix = coef(glm_fit), disp = summary(glm_fit)$dispersion, F. = as.matrix(.0001), Q = as.matrix(.0001^2)) # summary statistics for effective sample sizes print(ess <- get_ess(pf)) }