Is model auto-diagnostic available in Pystan now?

Modeling
1

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.

2

What function are you looking for?

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

3

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.

4

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.

5

Have you tried ArviZ

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

https://python.arviz.org/

1 Like
6

Thanks a lot. I will try it later