Sampler diagnostic summaries and warnings — fit-method-diagnostic_summary • cmdstanr
Description: Warnings and summaries of sampler diagnostics. To instead get the underlying values of the sampler diagnostics for each iteration and chain use the $sampler_diagnostics() method. Currently parameter-specific diagnostics like R-hat and effective sample size are not handled by this method. Those diagnostics are provided via the $summary() method (using posterior::summarize_draws()).

# Sampler diagnostic summaries and warnings

Source: `R/fit.R`
`fit-method-diagnostic_summary.Rd`

Warnings and summaries of sampler diagnostics. To instead get the underlying values of the sampler diagnostics for each iteration and chain use the `$sampler_diagnostics()` method.

Currently parameter-specific diagnostics like R-hat and effective sample size are not handled by this method. Those diagnostics are provided via the `$summary()` method (using `posterior::summarize_draws()`).

    diagnostic_summary(
      diagnostics = c("divergences", "treedepth", "ebfmi"),
      quiet = FALSE
    )

## Arguments

diagnostics

  (character vector) One or more diagnostics to check. The currently supported diagnostics are `"divergences`, `"treedepth"`, and `"ebfmi`. The default is to check all of them.

quiet

  (logical) Should warning messages about the diagnostics be suppressed? The default is `FALSE`, in which case warning messages are printed in addition to returning the values of the diagnostics.

## Value

A list with as many named elements as `diagnostics` selected. The possible elements and their values are:

- `"num_divergent"`: A vector of the number of divergences per chain.

- `"num_max_treedepth"`: A vector of the number of times `max_treedepth` was hit per chain.

- `"ebfmi"`: A vector of E-BFMI values per chain.

## See also

`CmdStanMCMC` and the `$sampler_diagnostics()` method

## Examples

    # \dontrun{
    fit <- cmdstanr_example("schools")
    #> Warning: 104 of 4000 (3.0%) transitions ended with a divergence.
    #> See https://mc-stan.org/misc/warnings for details.
    fit$diagnostic_summary()
    #> Warning: 104 of 4000 (3.0%) transitions ended with a divergence.
    #> See https://mc-stan.org/misc/warnings for details.
    #> $num_divergent
    #> [1] 47 52  3  2
    #>
    #> $num_max_treedepth
    #> [1] 0 0 0 0
    #>
    #> $ebfmi
    #> [1] 0.3009803 0.3412086 0.3406291 0.2824946
    #>
    fit$diagnostic_summary(quiet = TRUE)
    #> $num_divergent
    #> [1] 47 52  3  2
    #>
    #> $num_max_treedepth
    #> [1] 0 0 0 0
    #>
    #> $ebfmi
    #> [1] 0.3009803 0.3412086 0.3406291 0.2824946
    #>
    # }