paul-buerkner/brms

add meaningful convergence statistics to summary.brmsfit() for class 'brmsfit_multiple'

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#582 创建于 2019年1月4日

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 (2 评论) (0 反应) (0 负责人)R (220 fork)batch import
featuregood first issuepost-processing

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描述

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).

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