diagnostics

const diagnostics: object

Defined in: mc/src/index.js:116

Type Declaration

effectiveSampleSize

effectiveSampleSize: (samples) => number

Compute effective sample size (ESS) using autocorrelation

Parameters

samples

number[]

Array of samples

Returns

number

Effective sample size

gelmanRubin

gelmanRubin: (chains) => number

Compute the Gelman-Rubin diagnostic (R-hat) for convergence Requires multiple chains

Parameters

chains

number[][]

Array of chains (each chain is an array of samples)

Returns

number

R-hat statistic

printSummary

printSummary: (trace) => void

Print trace summary for all variables

Parameters

trace

any

Trace object from sampling

Returns

void

summarize

summarize: (samples) => object

Compute summary statistics for a trace

Parameters

samples

number[]

Array of samples

Returns

object

Summary statistics: the mean, median, standard deviation, variance, 2.5%/97.5% interval bounds, and the sample count

hdi_2_5

hdi_2_5: number

hdi_97_5

hdi_97_5: number

mean

mean: number

median

median: number

n

n: number

std

std: number

variance

variance: number

traceToCSV

traceToCSV: (samples) => string

Save trace to CSV format (for a single variable)

Parameters

samples

number[]

Array of samples

Returns

string

CSV string

traceToJSON

traceToJSON: (trace) => string

Export trace to JSON format

Parameters

trace

any

Trace object

Returns

string

JSON string