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The posterior R package
https://mc-stan.org/posterior/
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Vignette for Pareto diagnostics #322

Closed avehtari closed 5 months ago

avehtari commented 1 year ago

I made a notebook about the Pareto diagnostics https://users.aalto.fi/~ave/casestudies/Pareto/pareto_diagnostics.html I can turn this to a vignette, but looking for a feedback first

paul-buerkner commented 1 year ago

Thank you! I am not sure when I will have to read it myself unfortunately. Would anybody else have time to check out the material?

n-kall commented 1 year ago

Maybe the summary code for the convergence rate etc. can be simplified to maybe just show all the pareto_diags at once. Either in a separate summary to the ess, mcse and mean:

drt |> summarise_draws(pareto_diags)

or increasing the width to print all the columns

drt |> summarise_draws(mean, mcse_mean, ess_basic, pareto_diags) |> print(width = 120)
avehtari commented 1 year ago

can be simplified to maybe just show all the pareto_diags at once

I found that too complex and overwhelming and tried to simplify by showing only the parts that I had already described.

n-kall commented 10 months ago

Now that #327 is merged, I think this can be simplified as the individual diagnostics are exported (e.g. pareto_khat_threshold, pareto_min_ss)

avehtari commented 9 months ago

I used the new summary functions and updated the vignette