Compute Xi-style batch-means confidence intervals directly from trajectories stored in an `ngme` object.
Usage
ngme_batch_ci(
ngme,
name = "all",
level = 0.95,
alpha = 0.501,
M = NULL,
N = NULL,
apply_transform = TRUE,
drop_burnin = TRUE,
burnin_iter = 0
)Arguments
- ngme
fitted `ngme` object with `store_traj = TRUE` during optimization.
- name
either `"all"` (default) to use all parameters jointly, a latent model name, or `"general"` for measurement-noise/fixed-effect block.
- level
confidence level.
- alpha
stepsize decay exponent in \((1/2, 1)\).
- M
number of retained batches (excluding burn-in batch 0).
- N
decorrelation constant in the batch boundary formula.
- apply_transform
logical; if `TRUE`, inference is first computed in the raw optimization space and then mapped to user scale via post-hoc Delta method (Post-delta).
- drop_burnin
logical; if `TRUE`, discard batch 0.
- burnin_iter
non-negative integer. Explicitly discard the first `burnin_iter` optimization iterations before Xi-style batching.