ps_convergence_rate: Pareto convergence rate
In posterior: Tools for Working with Posterior Distributions
View source: R/pareto_smooth.R
ps_convergence_rate R Documentation
Pareto convergence rate
Description
Given number of draws and scalar or array of k's, compute the
relative convergence rate of PSIS estimate RMSE. See Appendix B of
Vehtari et al. (2024). This function is exported to be usable by
other packages. For user-facing diagnostic functions, see
pareto_convergence_rate and pareto_diags.
Usage
ps_convergence_rate(k, ndraws, ...)
Arguments
k
pareto-k values
ndraws
number of draws
...
unused
Value
convergence rate
See Also
Other helper-functions:
ps_khat_threshold(),
ps_min_ss(),
ps_tail_length()
posterior documentation built on April 4, 2025, 4:44 a.m.
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View source: R/pareto_smooth.R
| ps_convergence_rate | R Documentation |
Pareto convergence rate
Description
Given number of draws and scalar or array of k's, compute the
relative convergence rate of PSIS estimate RMSE. See Appendix B of
Vehtari et al. (2024). This function is exported to be usable by
other packages. For user-facing diagnostic functions, see
pareto_convergence_rate and pareto_diags.
Usage
ps_convergence_rate(k, ndraws, ...)
Arguments
k |
pareto-k values |
ndraws |
number of draws |
... |
unused |
Value
convergence rate
See Also
Other helper-functions:
ps_khat_threshold(),
ps_min_ss(),
ps_tail_length()
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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