autocorrelation values, autocorrelation time, Geyer's truncation lag
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feature
- Dominant language
- R
- Stars
- 171
- Forks
- 26
- Avg merge
- 2d 18h
- Merged PRs (30d)
- 3
Description
It would be good to have for diagnostics
- autocorrelation values up to some lag (to be checked as numbers or as a plot)
- autocorrelation time (this is related to ESS, but can be useful separately to choose thin value)
- Geyer's truncation lag (this is a safer option for thin value)
- lag which has 95% (or user defined) cumulative autocorrelation time (produces smaller but almost as good thin value as Geyer's rule)
And make a thin function using subsetting method.
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
No files or tests are named in the issue. Start by reading the existing diagnostics and subsetting entry points, then determine how the requested autocorrelation values, autocorrelation time, Geyer's truncation lag, and cumulative-autocorrelation lag should be exposed. Done means these diagnostics are available and a thin function uses subsetting as requested.
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
- Mostly clear
- Newbie friendliness
- 25/100