Terminates an MCMC run when the effective sample sizes (ESS) of all parameters
exceed the specified value.
The ESS is the number of independent samples generated by a MCMC sampler.
It takes into account the correlation between samples within a chain. Low ESS
values represent high autocorrelation, and consequently more uncertainty
associated with the parameter estimate.
The MCMC analysis will terminate once all parameters in every run meet the ESS
threshold. As such, performing additional runs will not decrease the number
of generations required to meet the ESS threshold, even though it may increase
the number of indepedent samples in the final, pooled posterior sample.
The number of samples to be removed as burnin before calculating the test
statistic is determined using the `burninMethod`. Different burnin lengths are
tested, increasing from 0 to 50% (for `ESS`) or 100% (for `SEM`) of the length
of the trace in increments of 10 samples. If the `ESS` option is chosen
(default), ESS is calculated for all monitored parameters after removing the
number of samples corresponding to each candidate burnin length. The best
burnin length for a given parameter is the one that maximizes its ESS value.
If the `SEM` option is chosen, the standard error of the mean (SEM) is
calculated instead, and the best burnin length for a given parameter is the one
that minimizes its SEM value. In both cases, the final burnin length is set to
the maximum of the parameter-specific burnin lengths.
The [convergence assessment](https://revbayes.github.io/tutorials/convergence/)
tutorial contains a discusson on the calculation and interpretation of the ESS
diagnostic.
# Binomial example: estimate success probability given 7 successes out of 20 trials
r ~ dnExp(10)
p := Probability(ifelse(r < 1, r, 1))
n <- 20
k ~ dnBinomial(n, p)
k.clamp(7)
mymodel = model(k)
moves = VectorMoves()
moves.append( mvSlide(r, delta=0.1, weight=1) )
paramFile = "parameters.log"
monitors = VectorMonitors()
monitors.append( mnModel(filename=paramFile, printgen=100, p) )
# Stop when all monitored parameters have attained an estimated sample size of 50
stopping_rules[1] = srMinESS(50, file = paramFile, freq = 1000)
# Create the MCMC object
mymcmc = mcmc(mymodel, monitors, moves)
# Begin the MCMC run
mymcmc.run(rules = stopping_rules)