Closed avehtari closed 2 weeks ago
Example
set.seed(1); x=rnorm(224); > pareto_khat(c(x[1:198],1000),tail="right",r_eff=1) [1] -0.2347783 > pareto_khat(c(x[1:199],1000),tail="right",r_eff=1) [1] 0.7224969 > pareto_khat(c(x[1:198],1000),tail="right",r_eff=1,ndraws_tail=40) [1] 0.7224969
The issue comes from a missing ceiling() and odd behavior with non-integer ndraws_tail. PR on the way, but recording the issue here first.
ceiling()
ndraws_tail
Example
The issue comes from a missing
ceiling()
and odd behavior with non-integerndraws_tail
. PR on the way, but recording the issue here first.