Diagnostics#

bfmi(data)

Calculate the estimated Bayesian fraction of missing information (BFMI).

ess(data, *[, var_names, method, relative, ...])

Calculate estimate of the effective sample size (ess).

rhat(data, *[, var_names, method, dask_kwargs])

Compute estimate of rank normalized splitR-hat for a set of traces.

mcse(data, *[, var_names, method, prob, ...])

Calculate Markov Chain Standard Error statistic.