| summary.RprobitB_fit | R Documentation |
Summarizes the marginal posterior distributions of the fitted model parameters with selectable statistics.
## S3 method for class 'RprobitB_fit'
summary(
object,
variables = NULL,
statistics = c("mean", "mode", "sd", "rhat", "ess_bulk"),
probs = NULL,
...
)
object |
[ |
variables |
[ |
statistics |
[ |
probs |
[ |
... |
Currently not used. |
Every statistic describes the marginal posterior of one variable and is computed from the retained draws of all chains:
mean: the average of the draws, the usual point estimate.
median: the median value of the draws. If it differs clearly from the
mean, the posterior is skewed.
mode: the most probable value. For continuous draws, it is the peak
of a kernel density estimate; for integer-valued draws, such as the
active class count, it is the most frequent value.
sd: the standard deviation of the draws, the posterior uncertainty of
the parameter.
q<100 * p>: the quantile of probability p. With
probs = c(0.025, 0.975), the two columns are the limits of the 95%
credible interval.
mcse_mean, mcse_median, mcse_sd: the Monte Carlo standard errors
of the mean, median, and standard deviation, the sampling error of
these estimates that more iterations would reduce. Good values are
below a tenth of sd; larger values mean that the reported digits are
not yet reliable and the sampler should run longer.
rhat: the rank-normalized, folded split-R-hat of Vehtari et al.
(2021). It compares the variance between the halves of all chains with
the variance within them. With a single chain, it compares the two
halves of that chain. Good values are at most 1.01; larger values mean
that the chains have not mixed and the sampler should run longer, see
plot(type = "trace").
ess_bulk: the effective sample size for the center of the posterior,
the number of independent draws that carry the same information as the
correlated draws. Good values are at least 100 per chain; smaller values
mean that the sampler should run longer.
ess_tail: the smaller of the effective sample sizes of the 5% and 95%
quantiles. It governs the precision of quantiles, credible intervals,
and the standard deviation. The same rule applies: at least 100 per
chain is good.
A summary.RprobitB_fit object.
Vehtari2021RprobitB
set.seed(1)
model <- fit(
choice ~ x | 0, dgp_parameters = list(beta = c(x = 1)), chains = 1
)
summary(model)
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