Extract diagnostic quantities of mvgam models — mvgam

Extract quantities that can be used to diagnose sampling behavior of the algorithms applied by Stan at the back-end of mvgam.

Usage

# S3 method for mvgam
nuts_params(object, pars = NULL, ...)

# S3 method for mvgam
log_posterior(object, ...)

# S3 method for mvgam
rhat(x, pars = NULL, ...)

# S3 method for mvgam
neff_ratio(object, pars = NULL, ...)

Arguments

object, x: A mvgam object.
pars: An optional character vector of parameter names. For nuts_params these will be NUTS sampler parameter names rather than model parameters. If pars is omitted all parameters are included.
...: Arguments passed to individual methods.

Value

The exact form of the output depends on the method.

Details

For more details see bayesplot-extractors.

Examples

# \donttest{
simdat <- sim_mvgam(n_series = 1, trend_model = 'AR1')
mod <- mvgam(y ~ s(season, bs = 'cc', k = 6),
            trend_model = AR(),
            noncentred = TRUE,
            data = simdat$data_train,
            chains = 2)
#> Error in get_mvgam_priors(formula = formula, trend_formula = trend_formula,     data = data, family = family, use_lv = use_lv, n_lv = n_lv,     use_stan = TRUE, trend_model = trend_model, trend_map = trend_map,     drift = drift, knots = knots): object 'silent' not found
np <- nuts_params(mod)
#> Error in nuts_params(mod): object 'mod' not found
head(np)
#> Error in head(np): object 'np' not found

# extract the number of divergence transitions
sum(subset(np, Parameter == "divergent__")$Value)
#> Error in subset(np, Parameter == "divergent__"): object 'np' not found

head(neff_ratio(mod))
#> Error in neff_ratio(mod): object 'mod' not found
# }