add meaningful convergence statistics to summary.brmsfit() for class 'brmsfit_multiple'
#582 ouverte le 4 janv. 2019
Métriques du dépôt
- Stars
- (1 402 stars)
- Métriques de merge PR
- (Merge moyen 7j 21h) (1 PR mergée en 30 j)
Description
The output of summary.brmsfit() for objects of class brmsfit_multiple reports an Rhat statistic that aggregates across chains fit to different imputed datasets, often giving rise to a false positive indication of non-convergence. Although this behaviour and the way to check dataset-level convergence is well-documented in a package vignette (ht: @paul-buerkner), it'd be nice to have some indication of these diagnostics in the summary output (and a more nuanced warning when some aggregate Rhats > 1.1).
Perhaps the least intrusive would be to add a max_Rhat column to the summary output? It would signal non-convergence clearly and succinctly with low likelihood of breaking changes for other functions (e.g. tidiers in broom and it's relatives).