Package jdistlib.inference

Class McmcDiagnostics

java.lang.Object

jdistlib.inference.McmcDiagnostics

public final class McmcDiagnostics
extends Object

Rank-normalized R-hat, bulk/tail ESS, MCSE, and sampler diagnostics.

Method Summary

Modifier and Type	Method	Description
static McmcDiagnosticReport	analyze(String[] names, ChainResult... chains)
static McmcDiagnosticReport	analyze(ChainResult... chains)
static double	nestedRankNormalizedRHat(double[][] chains, int[] superchainIds)	Rank-normalized and folded nested R-hat, matching the robust ordinary diagnostic.
static double	nestedRHat(double[][] chains, int[] superchainIds)	Nested R-hat for chains grouped by common-initialization superchain IDs.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

nestedRHat

public static double nestedRHat(double[][] chains,
 int[] superchainIds)

Nested R-hat for chains grouped by common-initialization superchain IDs.

nestedRankNormalizedRHat

public static double nestedRankNormalizedRHat(double[][] chains,
 int[] superchainIds)

Rank-normalized and folded nested R-hat, matching the robust ordinary diagnostic.

analyze

public static McmcDiagnosticReport analyze(ChainResult... chains)

analyze

public static McmcDiagnosticReport analyze(String[] names,
 ChainResult... chains)