R: Check HMC diagnostics after sampling

check_hmc_diagnostics {rstan} | R Documentation

## Check HMC diagnostics after sampling

### Description

These functions print summaries of important HMC diagnostics. The `check_hmc_diagnostics` function calls the other functions internally and prints an overall summary, but the other functions can also be called directly: `check_divergences` prints the number (and percentage) of iterations that ended with a divergence, `check_treedepth` prints the number (and percentage) of iterations that saturated the max treedepth, and `check_energy` prints E-BFMI values for each chain for which E-BFMI is less than 0.2.

Brief explanations of some of the problems detected by these diagnostics can be found at http://mc-stan.org/misc/warnings.html. For more depth see Betancourt (2017).

### Usage

    check_hmc_diagnostics(object)
    check_divergences(object)
    check_treedepth(object)
    check_energy(object)

### Arguments

`object` | A stanfit object.

### References

The Stan Development Team Stan Modeling Language User's Guide and Reference Manual. http://mc-stan.org/.

Betancourt, M. (2017). A conceptual introduction to Hamiltonian Monte Carlo. https://arxiv.org/abs/1701.02434.

### Examples

    ## Not run:
    schools <- stan_demo("eight_schools")
    check_hmc_diagnostics(schools)
    check_divergences(schools)
    check_treedepth(schools)
    check_energy(schools)

    ## End(Not run)

[Package rstan version 2.17.3 Index]