mcse for minimum / maximum
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- Dominant language
- R
- Stars
- 171
- Forks
- 26
- Avg merge
- 2d 18h
- Merged PRs (30d)
- 3
Description
It could be a useful feature to have an mcse for the minimum & maximum of a posterior distribution. This is not trivial as it requires a definition of what the tail (beyond the extremum) looks like. Maybe @avehtari can add some details as to what would be needed. However, before starting this we should also find good use cases. This issue is a follow-up from the issue on the inconsistent quantile function behaviour.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing the existing MCSE and quantile-function behavior in the posterior R package, along with the earlier issue on inconsistent quantile behavior. Before implementation, identify useful cases and agree on how the tail beyond a minimum or maximum should be defined; done requires a settled specification and corresponding implementation and tests.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100