check_ESS: Diagnostics of the MCMC based on ESS

In rbmi: Reference Based Multiple Imputation

Diagnostics of the MCMC based on ESS

Description

Check the quality of the MCMC draws from the posterior distribution by checking whether the relative ESS is sufficiently large.

Usage

check_ESS(stan_fit, n_draws, threshold_lowESS = 0.4)

Arguments

stan_fit	A stanfit object.
n_draws	Number of MCMC draws.
threshold_lowESS	A number in ⁠[0,1]⁠ indicating the minimum acceptable value of the relative ESS. See details.

Details

check_ESS() works as follows:

1. Extract the ESS from stan_fit for each parameter of the model.

2. Compute the relative ESS (i.e. the ESS divided by the number of draws).

3. Check whether for any of the parameter the ESS is lower than threshold. If for at least one parameter the relative ESS is below the threshold, a warning is thrown.

Value

A warning message in case of detected problems.

rbmi documentation built on Nov. 24, 2023, 5:11 p.m.