ps_tail

Pareto smooth tail
function to Pareto smooth the tail of a vector. Exported
for usage in other packages, not by users.

Provides useful tools for both users and developers of packages
for fitting Bayesian models or working with output from Bayesian models.
The primary goals of the package are to:
(a) Efficiently convert between many different useful formats of
draws (samples) from posterior or prior distributions.
(b) Provide consistent methods for operations commonly performed on draws,
for example, subsetting, binding, or mutating draws.
(c) Provide various summaries of draws in convenient formats.
(d) Provide lightweight implementations of state of the art posterior
inference diagnostics. References: Vehtari et al. (2021)
<doi:10.1214/20-BA1221>.

PaulChristian Buerkner

posterior

Tools for Working with Posterior Distributions

Paul-Christian Bürkner

Jonah Gabry

Matthew Kay

Aki Vehtari

Måns Magnusson

Rok Češnovar

Ben Lambert

Ozan Adıgüzel

Jacob Socolar

Noa Kallioinen

Teemu Säilynoja

ps_tail function

<dl><dt>x</dt>
<dd>(multiple options) One of:<ul>
<li>A matrix of draws for a single variable (iterations x chains). See
<code>extract_variable_matrix()</code>.</li>
<li>An <code>rvar</code>.</li>
</ul></dd>
<dt>ndraws_tail</dt>
<dd>(numeric) number of draws for the tail. If
<code>ndraws_tail</code> is not specified, it will be set to <code>length(x)</code>.</dd>
<dt>smooth_draws</dt>
<dd>(logical) Should the tails be smoothed? Default is
<code>TRUE</code>. If <code>FALSE</code>, <code>k</code> will be calculated but <code>x</code> will remain untouched.</dd>
<dt>tail</dt>
<dd>(string) The tail to diagnose/smooth:<ul>
<li><code>"right"</code>: diagnose/smooth only the right (upper) tail</li>
<li><code>"left"</code>: diagnose/smooth only the left (lower) tail</li>
</ul></dd>
<dt>are_log_weights</dt>
<dd>(logical) Are the draws log weights? Default is
<code>FALSE</code>. If <code>TRUE</code> computation will take into account that the
draws are log weights, and only right tail will be smoothed.</dd>
<dt>...</dt>
<dd>Arguments passed to individual methods (if applicable).</dd></dl>

Arguments

Pareto smooth tail
function to Pareto smooth the tail of a vector. Exported
for usage in other packages, not by users. — ps_tail

<dl>

<dt>x</dt>
<dd>(multiple options) One of:<ul>
<li>A matrix of draws for a single variable (iterations x chains). See
<code>extract_variable_matrix()</code>.</li>
<li>An <code>rvar</code>.</li>
</ul></dd>


<dt>ndraws_tail</dt>
<dd>(numeric) number of draws for the tail. If
<code>ndraws_tail</code> is not specified, it will be set to <code>length(x)</code>.</dd>


<dt>smooth_draws</dt>
<dd>(logical) Should the tails be smoothed? Default is
<code>TRUE</code>. If <code>FALSE</code>, <code>k</code> will be calculated but <code>x</code> will remain untouched.</dd>


<dt>tail</dt>
<dd>(string) The tail to diagnose/smooth:<ul>
<li><code>"right"</code>: diagnose/smooth only the right (upper) tail</li>
<li><code>"left"</code>: diagnose/smooth only the left (lower) tail</li>
</ul></dd>


<dt>are_log_weights</dt>
<dd>(logical) Are the draws log weights? Default is
<code>FALSE</code>. If <code>TRUE</code> computation will take into account that the
draws are log weights, and only right tail will be smoothed.</dd>


<dt>...</dt>
<dd>Arguments passed to individual methods (if applicable).</dd>

</dl>

Pareto smooth tail
function to Pareto smooth the tail of a vector. Exported
for usage in other packages, not by users.

ps_tail: Pareto smooth tail function to Pareto smooth the tail of a vector. Exported for usage in other packages, not by users.

Description

Usage

Arguments

References

See Also