Given Pareto-k computes the minimum sample size for reliable Pareto smoothed estimate (to have small probability of large error). See section 3.2.3 in Vehtari et al. (2024). This function is exported to be usable by other packages. For user-facing diagnostic functions, see pareto_min_ss and pareto_diags.

ps_min_ss(k, ...)

Arguments

k

pareto k value

...

unused

Value

minimum sample size

See also

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