Support for non-equal MCMC chain lengths
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- Dominant language
- R
- Stars
- 171
- Forks
- 26
- Avg merge
- 2d 18h
- Merged PRs (30d)
- 3
Description
Background
Some MCMC samplers produce chains of unequal length (e.g., WALNUTS). Currently, the posterior package does not support this case. This issue outlines some initial ideas for how to handle it.
Proposed options
- Option 1: Thin chains to equal length Automatically thin longer chains to match the shortest chain length.
- Option 2: Equal-length storage with
NApadding Store chains in the existing equal-length format but pad shorter chains withNAvalues. New utility functions or arguments would be added to support working with padded draws. - Option 3: Native support for non-equal chain lengths Support natively stored chains of different length.
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 how the posterior package currently stores equal-length MCMC chains and how existing utilities consume those draws. Compare the three proposed approaches—thinning, NA padding, and native unequal-length storage; the work is complete only after one approach is selected and its storage and utility behavior are defined.
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
- Quiet
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100