MCMC diagnostics using rstan
Give MCMC diagnostistics from the rstan package
using the Rhat, ess_bulk,
and ess_tail functions. Note that r-hat is only
reported for bkmrfit.list objects from kmbayes_parallel
kmbayes_diagnose(kmobj, ...) kmbayes_diag(kmobj, ...)
kmobj |
Either an object from |
... |
arguments to |
set.seed(111) dat <- bkmr::SimData(n = 50, M = 4) y <- dat$y Z <- dat$Z X <- dat$X set.seed(111) Sys.setenv(R_FUTURE_SUPPORTSMULTICORE_UNSTABLE="quiet") future::plan(strategy = future::multiprocess) fitkm.list <- kmbayes_parallel(nchains=2, y = y, Z = Z, X = X, iter = 1000, verbose = FALSE, varsel = TRUE) kmbayes_diag(fitkm.list) kmbayes_diag(fitkm.list[[1]]) # just the first chain closeAllConnections()
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