Given number of draws, computes khat threshold for reliable Pareto
smoothed estimate (to have small probability of large error). See
section 3.2.4, equation (13) of Vehtari et al. (2024). This
function is exported to be usable by other packages. For
user-facing diagnostic functions, see pareto_khat_threshold
and
pareto_diags
.
ps_khat_threshold(ndraws, ...)
number of draws
unused
threshold
Other helper-functions:
ps_convergence_rate()
,
ps_min_ss()
,
ps_tail_length()