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Diagnostics of the MCMC based on ESS

Source: R/mcmc.R
check_ESS.Rd

Check the quality of the MCMC draws from the posterior distribution by checking whether the relative ESS is sufficiently large.

Usage 

check_ESS(stan_fit, n_draws, threshold_lowESS = 0.4)

Arguments

stan_fit

A stanfit object.

n_draws

Number of MCMC draws.

threshold_lowESS

A number in [0,1] indicating the minimum acceptable value of the relative ESS. See details.

Value

A warning message in case of detected problems.

Details

check_ESS() works as follows:

  1. Extract the ESS from stan_fit for each parameter of the model.

  2. Compute the relative ESS (i.e. the ESS divided by the number of draws).

  3. Check whether for any of the parameter the ESS is lower than threshold. If for at least one parameter the relative ESS is below the threshold, a warning is thrown.