Enable rhat and ess for tidy.brmsfit() #149
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Hmm, this is a nice idea and I really appreciate PRs, but ... could you see if you can easily resolve the checks that are failing ... ? |
alyst
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February 8, 2024 14:29
somehow applying rhat/ess_bulk on the draws_array directly resulted in wrong values, it needs to be passed to summarize_draws()
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Tests fixed |
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Since it turned out that using posterior::summarise_draws() was required to correctly calculate both rhat and ess, I can change the code to also use summarise_draws() for mean/median, std/mad and quantile calculation -- so that all the metrics (except HDPinterval) are calculated by one call. |
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Add support for calculating Rhat and ESS convergence metrics to tidy.brmsfit2.
For Rhat, it uses brms::rhat() method, for ESS, it uses posterior::ess_basic().
Actually, the posterior package has support for vectorized calculation of many metrics, including mean, std, quantiles etc (using MatrixStats under the hood), so it could be potentially used in the other places instead of
apply(samples, 2, fun)to improve the performance.