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Pareto k value (1.487590) is greater than 0.7. Importance resampling was not able to improve the approximation, which may indicate that the approximation itself is poor.
It would be better to round the Pareto k value to max 2 decimal digits as the extra digits are just a distraction. Often 1 digit would be sufficient, but 2 digits can be useful near the diagnostic boundary.
Currently, Pathfinder warns, for example
It would be better to round the Pareto k value to max 2 decimal digits as the extra digits are just a distraction. Often 1 digit would be sufficient, but 2 digits can be useful near the diagnostic boundary.
psis.hpp uses
std::to_stringwhich prints as if usingstd::sprintf(buf, "%f", value)and there is no control of number of digits. https://github.com/stan-dev/stan/blob/73d9b01d2851d6dd98f1e43dcb56735c20da6cef/src/stan/services/pathfinder/psis.hpp#L265