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Weighted diagnostics #357

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Merged
paul-buerkner merged 29 commits into from
Oct 3, 2024
Merged

Weighted diagnostics #357

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fe307df
Merge branch 'rvar_weights' of github.com:stan-dev/posterior into rva…
Jan 17, 2024
19d2ff7
updating pareto functions for weighted rvars
Jan 17, 2024
a97b1fd
Merge branch 'rvar_weights' of github.com:stan-dev/posterior into sta…
Jan 22, 2024
221e5b2
Merge branch 'stan-dev-rvar_weights' into rvar_weights
Jan 22, 2024
cb44b4a
start on weighted convergence
Feb 28, 2024
074349d
Merge branch 'rvar_weights' of github.com:stan-dev/posterior into rva…
Mar 7, 2024
165fb4f
improvements to weighted ess, mcse
Mar 7, 2024
8e1e0df
tweak weighted diagnostics
Mar 11, 2024
a9ba2b6
add r_eff into calculation of weighted ess and mcse
Mar 13, 2024
ccdfb2f
fixes to weighted ess and mcse
Mar 15, 2024
eed7221
use weighted quantile in weighted mcse for quantile
Mar 19, 2024
2c70d46
add tests for weighted convergence measures
Mar 19, 2024
0bfe6e6
updating pareto functions for weighted rvars
Jan 17, 2024
691d240
start on weighted convergence
Feb 28, 2024
74b3b71
improvements to weighted ess, mcse
Mar 7, 2024
a1b6564
tweak weighted diagnostics
Mar 11, 2024
6ccf496
add r_eff into calculation of weighted ess and mcse
Mar 13, 2024
e47fd92
fixes to weighted ess and mcse
Mar 15, 2024
1734e3d
use weighted quantile in weighted mcse for quantile
Mar 19, 2024
222893a
add tests for weighted convergence measures
Mar 19, 2024
a732ad8
fix r_eff calculations for each quantity
Mar 22, 2024
980dcde
resolve merge conflicts
Mar 22, 2024
6ce80df
fix weighted mcse for sd
Mar 22, 2024
c0d8b8e
fixes to pareto smoothing for weighted draws
Apr 8, 2024
dbdab63
do not unintentionally merge chains in pareto smoothing
Apr 9, 2024
a6cb3fb
add test for pareto_khat on weighted rvar
Apr 9, 2024
d928bd4
updates to weighted mcse for sd
Apr 9, 2024
14c01de
updates to mcse for weighted draws
Apr 9, 2024
33779ca
Merge pull request #2 from n-kall/rvar_weights
n-kall Apr 9, 2024
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