Given number of draws and scalar or array of k's, compute the relative convergence rate of PSIS estimate RMSE. See Appendix B of Vehtari et al. (2024). This function is exported to be usable by other packages. For user-facing diagnostic functions, see pareto_convergence_rate and pareto_diags.

ps_convergence_rate(k, ndraws, ...)

Arguments

k

pareto-k values

ndraws

number of draws

...

unused

Value

convergence rate

See also

Other helper-functions: ps_khat_threshold(), ps_min_ss(), ps_tail_length()