Prints HMC diagnostics, and lists parameters with smallest effective sample
sizes and largest Rhat values. See rstan::check_hmc_diagnostics()
and
posterior::default_convergence_measures()
for details.
Arguments
- x
[
dynamitefit
]
The model fit object.- n
[
integer(1)
]
How many rows to print in parameter-specific convergence measures. The default is 3. Should be a positive (unrestricted) integer.
See also
Model diagnostics
lfo()
,
loo.dynamitefit()
Examples
data.table::setDTthreads(1) # For CRAN
mcmc_diagnostics(gaussian_example_fit)
#> NUTS sampler diagnostics:
#>
#> No divergences, saturated max treedepths or low E-BFMIs.
#>
#> Smallest bulk-ESS values:
#>
#> alpha_y[28] 72
#> alpha_y[10] 126
#> delta_y_x[7] 126
#>
#> Smallest tail-ESS values:
#>
#> nu_y_alpha_id6 83
#> sigma_y 91
#> alpha_y[28] 94
#>
#> Largest Rhat values:
#>
#> delta_y_y_lag1[28] 1.03
#> alpha_y[29] 1.03
#> alpha_y[28] 1.03