Noa Kallioinen
Noa Kallioinen
As discussed, this PR adds functionality for power-scaling sensitivity analysis via the priorsense package. This PR is in progress, and needs to be kept up to date with any changes...
#### Summary: `unconstrain_pars` causes segfault in R #### Description: When running `unconstrain_pars` on a newly fitted model, it causes a segfault and crashes R. #### Reproducible Steps: Standard eight schools...
This PR add functionality for power-scaling sensitivity analysis. Details of the approach are described in Kallioinen et al. (2022) https://arxiv.org/abs/2107.14054 and the corresponding R package (with additional functionality) is available...
I think it could be useful to have a way to specify weights for draws for functions like `mcmc_hist` and `mcmc_dens`. This way when dealing with weighted draws (e.g. a...
Currently `summarise_draws` applies the summary functions to all variables. In some cases it could be useful to summarise specific variables with specific functions, akin to `dplyr:summarise`. This would also allow...
## Description Importance weighted moment matching (IWMM) is an implicitly adaptive importance sampling method that improves proposal distributions in importance sampling by performing affine transformations on the proposal draws. This...
Currently `loo_moment_match` only works on `stanfit` objects (due to the reliance on the `log_prob` methods from `rstan`), but not `CmdStanFit` or just a matrix of draws (see e.g. #209). I...
The following works: ```r library(ggplot2) library(patchwork) p1
Currently `posterior_predict` and similar functions return an array of draws (not a `draws_array` from `posterior`), which is S x N dimensions. I would like to combine this array of predictions...
#### Summary Adds weighted ESS, MCSE and Pareto diagnostics. #### Copyright and Licensing By submitting this pull request, the copyright holder is agreeing to license the submitted work under the...