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cpfiffer/diag_test_3.jl

Created August 3, 2019 18:07
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Test ESS cap
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diag_test_3.jl
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)
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