retrieve {shinystan} | R Documentation |
Get summary statistics from shinystan object
Description
From a shinystan object get rhat, effective sample size, posterior quantiles, means, standard deviations, sampler diagnostics, etc.
Usage
retrieve(sso, what, ...)
Arguments
sso |
|
what |
What do you want to get? See Details, below. |
... |
Optional arguments, in particular |
Details
The argument what
can take on the values below. 'Args:
arg
' means that arg
can be specified in ...
for this
value of what
.
"rhat"
,"Rhat"
,"r_hat"
, or"R_hat"
returns: Rhat statistics. Args:
pars
"N_eff"
,"n_eff"
,"neff"
,"Neff"
,"ess"
, or"ESS"
returns: Effective sample sizes. Args:
pars
"mean"
returns: Posterior means. Args:
pars
"sd"
returns: Posterior standard deviations. Args:
pars
"se_mean"
or"mcse"
returns: Monte Carlo standard error. Args:
pars
"median"
returns: Posterior medians. Args:
pars
."quantiles"
or any string with"quant"
in it (not case sensitive)returns: 2.5%, 25%, 50%, 75%, 97.5% posterior quantiles. Args:
pars
."avg_accept_stat"
or any string with"accept"
in it (not case sensitive)returns: Average value of "accept_stat" (which itself is the average acceptance probability over the NUTS subtree). Args:
inc_warmup
"prop_divergent"
or any string with"diverg"
in it (not case sensitive)returns: Proportion of divergent iterations for each chain. Args:
inc_warmup
"max_treedepth"
or any string with"tree"
or"depth"
in it (not case sensitive)returns: Maximum treedepth for each chain. Args:
inc_warmup
"avg_stepsize"
or any string with"step"
in it (not case sensitive)returns: Average stepsize for each chain. Args:
inc_warmup
Note
Sampler diagnostics (e.g. "avg_accept_stat"
) only available for
models originally fit using Stan.
Examples
# Using example shinystan object 'eight_schools'
sso <- eight_schools
retrieve(sso, "rhat")
retrieve(sso, "mean", pars = c('theta[1]', 'mu'))
retrieve(sso, "quantiles")
retrieve(sso, "max_treedepth") # equivalent to retrieve(sso, "depth"), retrieve(sso, "tree"), etc.
retrieve(sso, "prop_divergent")
retrieve(sso, "prop_divergent", inc_warmup = TRUE)