Weighted diagnostics#357

Merged

paul-buerkner merged 29 commits intostan-dev:rvar_weightsfrom

n-kall:weighted_diagnostics

Oct 3, 2024

Commits on Jan 17, 2024

Commits on Jan 22, 2024

Merge branch 'rvar_weights' of github.com:stan-dev/posterior into stan-dev-rvar_weights
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Merge branch 'stan-dev-rvar_weights' into rvar_weights
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Commits on Feb 28, 2024

start on weighted convergence
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Commits on Mar 7, 2024

Commits on Mar 11, 2024

tweak weighted diagnostics
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Commits on Mar 13, 2024

add r_eff into calculation of weighted ess and mcse
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Commits on Mar 15, 2024

fixes to weighted ess and mcse
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Commits on Mar 19, 2024

use weighted quantile in weighted mcse for quantile
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add tests for weighted convergence measures
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Commits on Mar 22, 2024

updating pareto functions for weighted rvars
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start on weighted convergence
n-kall
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improvements to weighted ess, mcse
n-kall
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tweak weighted diagnostics
n-kall
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add r_eff into calculation of weighted ess and mcse
n-kall
committed
fixes to weighted ess and mcse
n-kall
committed
use weighted quantile in weighted mcse for quantile
n-kall
committed
add tests for weighted convergence measures
n-kall
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fix r_eff calculations for each quantity
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resolve merge conflicts
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fix weighted mcse for sd
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Commits on Apr 8, 2024

fixes to pareto smoothing for weighted draws
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Commits on Apr 9, 2024

do not unintentionally merge chains in pareto smoothing
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add test for pareto_khat on weighted rvar
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updates to weighted mcse for sd
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updates to mcse for weighted draws
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Merge pull request #2 from n-kall/rvar_weights
n-kall
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