ps_tail_length: Pareto tail length

In posterior: Tools for Working with Posterior Distributions

Pareto tail length

Description

Calculate the tail length from number of draws and relative efficiency r_eff. See Appendix H in Vehtari et al. (2024). This function is used internally and is exported to be available for other packages.

Usage

ps_tail_length(ndraws, r_eff, ...)

Arguments

ndraws	number of draws
r_eff	relative efficiency
...	unused

Value

tail length

See Also

Other helper-functions: ps_convergence_rate(), ps_khat_threshold(), ps_min_ss()

posterior documentation built on April 4, 2025, 4:44 a.m.