diagnostics: List of available convergence diagnostics

diagnosticsR Documentation

List of available convergence diagnostics

Description

A list of available diagnostics and links to their individual help pages.

Details

Function Description
ess_basic() Basic version of effective sample size
ess_bulk() Bulk effective sample size
ess_tail() Tail effective sample size
ess_quantile() Effective sample sizes for quantiles
ess_sd() Effective sample sizes for standard deviations
mcse_mean() Monte Carlo standard error for the mean
mcse_quantile() Monte Carlo standard error for quantiles
mcse_sd() Monte Carlo standard error for standard deviations
rhat_basic() Basic version of Rhat
rhat() Improved, rank-based version of Rhat
rhat_nested() Rhat for use with many short chains
rstar() R* diagnostic

Value

See individual functions for a description of return types.


posterior documentation built on Nov. 2, 2023, 5:56 p.m.