| smoketest_floor_elpd_invariance | R Documentation |
Tests that the ELPD ranking is invariant to different FLOOR penalty values in the Stan model.
smoketest_floor_elpd_invariance(
DT,
stan_code,
floors = c(-1e+06, -1e+08, -10000),
spec = "C",
controls = character(0),
k_grid = 0:1,
hs_grid = data.frame(hs_tau0 = c(0.1, 0.5), hs_slab_scale = c(1, 5), hs_slab_df = 4),
hs_rows = 1:2,
iter_warmup = 200,
iter_sampling = 200,
chains = 2,
seed = 123,
verbose = TRUE
)
DT |
Data.table with the data. |
stan_code |
Character; Stan model code. |
floors |
Numeric vector of FLOOR values to test. |
spec |
Character; model specification. |
controls |
Character vector of control variables. |
k_grid |
Integer vector of lag values to test. |
hs_grid |
Data.frame with horseshoe hyperparameter grid. |
hs_rows |
Integer vector; which rows of hs_grid to use. |
iter_warmup |
Integer; warmup iterations. |
iter_sampling |
Integer; sampling iterations. |
chains |
Integer; number of chains. |
seed |
Integer; random seed. |
verbose |
Logical; print progress messages. |
A list with components:
same_order |
Logical; TRUE if ranking is identical across all FLOOR values. |
floors |
The tested FLOOR values. |
tables |
List of result tables for each FLOOR. |
combined |
Combined data.frame of all results. |
rank_signatures |
Character vector of ranking signatures. |
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