Bias in sampling LKJ distribution #733
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This has been fixed in #734 devtools::load_all(".")
#> ℹ Loading greta
#> ℹ Initialising python and checking dependencies, this may take a moment.
#>
#> ✔ Initialising python and checking dependencies ... done!
eta <- 3
dim <- 2
x <- lkj_correlation(eta = eta, dimension = dim)[1, 2]
iid_lkj <- function(n) {
rlkjcorr(n, eta = eta, dimension = dim)[, 1, 2]
}
m <- model(x)
n_draws <- 5000
draws <- mcmc(m, warmup = 2000, n_samples = n_draws, one_by_one = TRUE,
verbose = FALSE)
iid_draws <- iid_lkj(n = n_draws)
plot(draws)coda::gelman.diag(draws)
#> Potential scale reduction factors:
#>
#> Point est. Upper C.I.
#> x 1 1
stats::qqplot(
x = as.matrix(draws),
y = iid_draws,
main = "lkj draws with HMC"
)
graphics::abline(0, 1)Created on 2024-11-06 with reprex v2.1.1 Session infosessioninfo::session_info()
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#> P ── Loaded and on-disk path mismatch.
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#> ─ Python configuration ───────────────────────────────────────────────────────
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Created on 2024-10-18 with reprex v2.1.1
Session info
Related to #729
The text was updated successfully, but these errors were encountered: