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stan-dev / cmdstan

CmdStan, the command line interface to Stan
https://mc-stan.org/users/interfaces/cmdstan
BSD 3-Clause "New" or "Revised" License
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Update stansummary to use new rhat diagnostic #1263

Open mitzimorris opened 4 months ago

mitzimorris commented 4 months ago

Summary:

Stan PR https://github.com/stan-dev/stan/pull/3266 update Rhat statistic. Change stansummary accordingly

Description:

Open questions: change computation of ESS as well to match R-ecosystem bulk / tail estimates?

Adding R_hat_bulk and R_hat_tail; no ESS_bulk/ESS_tale (as of yet)

Current Output:

The current output. Knowing what is the current behavior is useful.

Expected Output:

Describe what you expect the output to be. Knowing the correct behavior is also very useful.

Additional Information:

Provide any additional information here.

Current Version:

v2.34.1

mitzimorris commented 1 month ago

answering question:

Open questions: change computation of ESS as well to match R-ecosystem bulk / tail estimates?

https://github.com/stan-dev/stan/pull/3266 only recalculated R-hat; not computing bulk/tail for ESS.