Add convergence warnings
Nobody has claimed this yet.
- Dominant language
- R
- Stars
- 171
- Forks
- 26
- Avg merge
- 2d 18h
- Merged PRs (30d)
- 3
Description
The current convergence warnings in our packages (e.g., in rstan and brms) are inconsistent and partly confusing to users. Examples are given in https://discourse.mc-stan.org/t/improve-warnings-for-low-ess/15355. Other examples include warnings because of rhat or ess being NA, which is most likely caused by constant parameters, which does not pose a problem if the parameters are supposed to be constant (e.g., a correlation of a variable with itself).
We should move all of these warning messages to posterior, make them consistent and improve their informativeness, by mentioning different reasons for the potential problems and pointing to more detailed doc.
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
Review the existing convergence warnings in posterior and compare them with the inconsistent messages in rstan and brms, using the linked Discourse examples as context. Done means the warnings are centralized in posterior, explain distinct possible causes such as low ESS, R-hat or ESS being NA, and point users to more detailed documentation.
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
- 32/100