diagnostics: List of available convergence diagnostics

In posterior: Tools for Working with Posterior Distributions

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_mean()	Effective sample sizes for the mean
ess_median()	Effective sample sizes for the median
ess_quantile()	Effective sample sizes for quantiles
ess_sd()	Effective sample sizes for the standard deviation
mcse_mean()	Monte Carlo standard error for the mean
mcse_median()	Monte Carlo standard error for the median
mcse_quantile()	Monte Carlo standard error for quantiles
mcse_sd()	Monte Carlo standard error for the standard deviation
pareto_khat()	Pareto khat diagnostic for tail(s)
pareto_diags()	Additional diagnostics related to Pareto khat
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 April 4, 2025, 4:44 a.m.