compute_z_score.gmo: compute_z_score

Description Usage Arguments Value

Description

Calculate z-score of parameter estimates from GMO using the the true posterior mean and standard deviation (based on MCMC).

Usage

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## S3 method for class 'gmo'
compute_z_score(fit.gmo, fit.stan)

Arguments

gmo_obj

A gmo object with estimated hyperparameters.

stanfit

A stanfit object with MCMC samples.

Value

For i=1,...,length(phi), z_i = ( (phi^GMO_i - mean^MCMC(phi_i) ) / sd^MCMC(phi_i)


stan-dev/gmo documentation built on May 30, 2019, 8:45 a.m.