Given a stanfit
object returned by rstan::samplng()
is there a straightforward way to reproduce the set of diagnostics that were printed when it was fit (divergent transitions, tree depth, bulk ESS, tail ESS, etc.)?
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Hey @potash
I think this might help you: http://mc-stan.org/bayesplot/articles/visual-mcmc-diagnostics.html
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In addition to @scholz’s suggestion, check out these functions
and these
We’re also starting to move this stuff to our new posterior
package, which might interest you:
Thanks, those are the functions I was looking for. What threshold does stan currently use for the bulk and tail ESS warnings?
I think it’s currently 100 * number_of_chains
but that’s just a heuristic and is the sort of thing that will probably change based on additional experiments/research. Eventually we want to move all of that out of rstan (and other packages) and into the posterior package and allow for the user to set different thresholds for warnings:
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