Is model auto-diagnostic available in Pystan now?

Hi! Quick question: Is model auto-diagnostic available in Pystan now? I found that stan_utility is not available now since it’s Pystan 3.0.

What function are you looking for?

If something is missing, we could probably implement something similar with ArviZ.

I’m looking for things like 1) Gelman-Rubin diagnostic and 2) chain plot for each chain. I found the data frame produced by to_frame() combined all chains samples and idk their identity. 3) I also found some terms like treedepth in the columns hard to interpret without documentation. Or maybe I didn’t find the documentation.

Not yet. A plugin framework was added in PyStan 3 precisely to let people re-implement the auto diagnostic feature.

So I think we’re waiting for someone to re-implement the functionality in stan_utility using the plugin framework.

Have you tried ArviZ

import arviz as az
summary = az.summary(fit)

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Thanks a lot. I will try it later