| ps_convergence_rate {posterior} | R Documentation |
Pareto convergence rate
Description
Given number of draws and scalar or array of k's, compute the
relative convergence rate of PSIS estimate RMSE. See Appendix B of
Vehtari et al. (2024). This function is exported to be usable by
other packages. For user-facing diagnostic functions, see
pareto_convergence_rate and pareto_diags.
Usage
ps_convergence_rate(k, ndraws, ...)
Arguments
k |
pareto-k values |
ndraws |
number of draws |
... |
unused |
Value
convergence rate
See Also
Other helper-functions:
ps_khat_threshold(),
ps_min_ss(),
ps_tail_length()
[Package posterior version 1.6.0 Index]