Skip to content

Instantly share code, notes, and snippets.

@cpfiffer
Created August 3, 2019 18:07
Show Gist options
  • Save cpfiffer/0eb1a3dcb69f32bbad7f289721f58cb4 to your computer and use it in GitHub Desktop.
Save cpfiffer/0eb1a3dcb69f32bbad7f289721f58cb4 to your computer and use it in GitHub Desktop.
Test ESS cap
using MCMCChains
function sim(nsamples)
cnt = 0
for i in 1:1000
chn = Chains(randn(nsamples,1,1))
ess = describe(chn)[1].df[:ess][1]
ess > nsamples ? cnt+=1 : nothing
end
return cnt
end
sim(100)
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment