kmbayes_diagnose: MCMC diagnostics using rstan

In bkmrhat: Parallel Chain Tools for Bayesian Kernel Machine Regression

MCMC diagnostics using rstan

Description

Give MCMC diagnostistics from the rstan package using the Rhat, ess_bulk, and ess_tail functions. Note that r-hat is only reported for bkmrfit.list objects from kmbayes_parallel

Usage

kmbayes_diagnose(kmobj, ...)

kmbayes_diag(kmobj, ...)

Arguments

kmobj	Either an object from kmbayes or from kmbayes_parallel
...	arguments to monitor

Examples

set.seed(111)
dat <- bkmr::SimData(n = 50, M = 4)
y <- dat$y
Z <- dat$Z
X <- dat$X
set.seed(111)

future::plan(strategy = future::multisession)
fitkm.list <- kmbayes_parallel(nchains=2, y = y, Z = Z, X = X, iter = 1000,
  verbose = FALSE, varsel = TRUE)
kmbayes_diag(fitkm.list)
kmbayes_diag(fitkm.list[[1]]) # just the first chain

closeAllConnections()

bkmrhat documentation built on March 29, 2022, 9:08 a.m.