Comments (5)
Let's implement the minimum first and then see what is missing.
I would like to eventually have the algorithm-specific diagnostics (HMC) as well, especially as we need them in bayesplot, for instance.
I would argue we should also support some old diagnostics for comparison and research purposes. The code overhead should in any case be minimal.
from posterior.
Sounds good to me.
from posterior.
Same question as in #3: What diagnostics should be included in the default output of summarise_draws
?
from posterior.
The old/basic versions of (split) Rhat and ESS are now exported as well via Rhat_basic
and ess_basic
. I think that the currently implemented diagnostics are sufficient for the beta release. All the sampler specific diagnostics may still be implemented at a later stage. But let's discuss this on monday.
from posterior.
We decided so show Rhat and bulk/tail ESS in the summary by default leaving out the MCSEs in order not to clutter the default output too much. Of course, they can easily be added to the summary output.
from posterior.
Related Issues (20)
- should remove_variables be exported? HOT 4
- Dealing with chains of different length HOT 1
- rvar strange behavior HOT 2
- Add functions for PIT and LOO-PIT HOT 6
- Add a function to extract single draw of multidimensional variable HOT 4
- .args in summarise draws incompatible with summary functions without ellipses HOT 10
- `pareto_khat(..., tail="both")` returns NA if just one tail is constant
- pareto diagnostics return named values, preventing renaming
- validate_weights allows NaN and NA weights
- [FR] Allow as_draws_dt for data.table HOT 9
- New draws_tensor format? HOT 4
- Applying a function to each chain HOT 1
- In summarise draws, a function that returns a character changes all columns to character HOT 4
- export ps_khat_threshold HOT 4
- pareto_khat should always return the same data structure
- `ps_khat_threshold` can return values greater than 0.7 HOT 2
- Errors when `rvar` is made from a data frame HOT 3
- subset_draws duplicates variables if `variables` argument contains `NA` HOT 4
- New CRAN release? HOT 14
- default for `r_eff` in `pareto_smooth()` and `pareto_khat()` differ
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from posterior.