ps_khat_threshold {posterior}

Pareto k-hat threshold

Description

Given number of draws, computes khat threshold for reliable Pareto smoothed estimate (to have small probability of large error). See section 3.2.4, equation (13) of Vehtari et al. (2024). This function is exported to be usable by other packages. For user-facing diagnostic functions, see pareto_khat_threshold and pareto_diags.

Usage

ps_khat_threshold(ndraws, ...)

Arguments

ndraws

number of draws

...

unused

Value

threshold

See Also

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