ps_khat_threshold

Given number of draws, computes khat threshold for reliable Pareto
smoothed estimate (to have small probability of large error). See
section 3.2.4, equation (13) of Vehtari et al. (2024). This
function is exported to be usable by other packages. For
user-facing diagnostic functions, see <code>pareto_khat_threshold</code> and
<code>pareto_diags</code>.

Provides useful tools for both users and developers of packages
for fitting Bayesian models or working with output from Bayesian models.
The primary goals of the package are to:
(a) Efficiently convert between many different useful formats of
draws (samples) from posterior or prior distributions.
(b) Provide consistent methods for operations commonly performed on draws,
for example, subsetting, binding, or mutating draws.
(c) Provide various summaries of draws in convenient formats.
(d) Provide lightweight implementations of state of the art posterior
inference diagnostics. References: Vehtari et al. (2021)
<doi:10.1214/20-BA1221>.

PaulChristian Buerkner

posterior

Tools for Working with Posterior Distributions

Paul-Christian Bürkner

Jonah Gabry

Matthew Kay

Aki Vehtari

Måns Magnusson

Rok Češnovar

Ben Lambert

Ozan Adıgüzel

Jacob Socolar

Noa Kallioinen

ps_khat_threshold function

<dl><dt>ndraws</dt>
<dd>number of draws</dd>
<dt>...</dt>
<dd>unused</dd></dl>

Arguments

Pareto k-hat threshold — ps_khat_threshold

<dl>

<dt>ndraws</dt>
<dd>number of draws</dd>


<dt>...</dt>
<dd>unused</dd>

</dl>

Pareto k-hat threshold

ps_khat_threshold: Pareto k-hat threshold

Description

Usage

Value

Arguments

See Also