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, ...)
pareto-k values
number of draws
unused
convergence rate
Other helper-functions:
ps_khat_threshold()
,
ps_min_ss()
,
ps_tail_length()