Interpret Bayesian diagnostic indices
Interpretation of Bayesian diagnostic indices, such as Effective Sample Size (ESS) and Rhat.
interpret_ess(ess, rules = "burkner2017") interpret_rhat(rhat, rules = "vehtari2019")
ess |
Value or vector of Effective Sample Size (ESS) values. |
rules |
A character string (see Rules) or a custom set of |
rhat |
Value or vector of Rhat values. |
Bürkner, P. C. (2017) ("burkner2017"; default)
ESS < 1000 - Insufficient
ESS >= 1000 - Sufficient
Vehtari et al. (2019) ("vehtari2019"; default)
Rhat < 1.01 - Converged
Rhat >= 1.01 - Failed
Gelman & Rubin (1992) ("gelman1992")
Rhat < 1.1 - Converged
Rhat >= 1.1 - Failed
Bürkner, P. C. (2017). brms: An R package for Bayesian multilevel models using Stan. Journal of Statistical Software, 80(1), 1-28.
Gelman, A., & Rubin, D. B. (1992). Inference from iterative simulation using multiple sequences. Statistical science, 7(4), 457-472.
Vehtari, A., Gelman, A., Simpson, D., Carpenter, B., & Bürkner, P. C. (2019). Rank-normalization, folding, and localization: An improved Rhat for assessing convergence of MCMC. arXiv preprint arXiv:1903.08008.
interpret_ess(1001) interpret_ess(c(852, 1200)) interpret_rhat(1.00) interpret_rhat(c(1.5, 0.9))
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