ps_khat_threshold: Pareto k-hat threshold
In posterior: Tools for Working with Posterior Distributions
View source: R/pareto_smooth.R
ps_khat_threshold R Documentation
Pareto k-hat threshold
Description
Given number of draws, computes khat threshold for reliable Pareto
smoothed estimate (to have small probability of large error). See
section 3.2.4, equation (13) of Vehtari et al. (2024). This
function is exported to be usable by other packages. For
user-facing diagnostic functions, see pareto_khat_threshold and
pareto_diags.
Usage
ps_khat_threshold(ndraws, ...)
Arguments
ndraws
number of draws
...
unused
Value
threshold
See Also
Other helper-functions:
ps_convergence_rate(),
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_khat_threshold | R Documentation |
Pareto k-hat threshold
Description
Given number of draws, computes khat threshold for reliable Pareto
smoothed estimate (to have small probability of large error). See
section 3.2.4, equation (13) of Vehtari et al. (2024). This
function is exported to be usable by other packages. For
user-facing diagnostic functions, see pareto_khat_threshold and
pareto_diags.
Usage
ps_khat_threshold(ndraws, ...)
Arguments
ndraws |
number of draws |
... |
unused |
Value
threshold
See Also
Other helper-functions:
ps_convergence_rate(),
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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