Add n_eff and r_eff to kfold diagnostics#1875
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florence-bockting wants to merge 5 commits intomasterfrom
Open
Add n_eff and r_eff to kfold diagnostics#1875florence-bockting wants to merge 5 commits intomasterfrom
florence-bockting wants to merge 5 commits intomasterfrom
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@avehtari Can you check whether the computation is correct? Additionally, I am uncertain about r_eff. It is currently hard coded at 1, not sure whether this is appropriate. |
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If the posterior inference has passed convergence checks, |
3 tasks
* add dims to kfold output structure * add test for new 'dims' attribute in kfold output structure * fix: show warning in kfold only of high pareto-k values exist * tests: add test for updated warning message * style: trim whitespaces --------- Co-authored-by: Florence Bockting <florence.bockting@aalto.fi>
…r/brms into pointwise-ess-kfold
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@avehtari Can you please check the final computation of r_eff, n_eff and k_threshold. Thank you. |
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Description
This PR adds
n_effandr_effto thekfold()diagnostics slot (which currently only incorporatespareto_k). The computation logic is as follows:whereby$r_{eff,i} = 1$ .
TODO
n_effandr_effn_effandr_effto kfold diagnostics output