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Add Tail ESS

Open roualdes opened this issue 6 years ago • 0 comments

Summary:

Tail effective sample size (ESS) is one of the latest convergence diagnostics. While the packages RStan, posterior, and ArviZ use this new calculation, Stan/CmdStan does not yet.

Tail ESS should build off of Stan's current split chains functionality, which is available re Issue #2752.

Additional Information:

As another reference, here is RStan's implementation: https://github.com/stan-dev/rstan/blob/develop/rstan/rstan/R/monitor.R

roualdes avatar Jan 17 '20 18:01 roualdes