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Weighted convergence diagnostics #352
Conversation
…n-dev-rvar_weights
Awesome, thanks for working on this! If this gets done before the rvar_weights branch is merged I'll merge it into that branch. |
I'll first make these functions assuming MCMC + weights, and then at a later time once the handling of MC draws is decided, they can be updated |
Sounds good to me. I think the attribute for that would best be done as another PR later. |
Summary
Add weight support to
ess_*
,mcse_*
andpareto_*
diagnostics forrvar
sStill some work to do to check validity of all functions, add tests, and cleanup, but progress is being made
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