arviz.mcse¶

arviz.mcse(data, *, var_names=None, method='mean', prob=None, dask_kwargs=None)[source]¶

Calculate Markov Chain Standard Error statistic.

Parameters

dataobj: Any object that can be converted to an az.InferenceData object Refer to documentation of az.convert_to_dataset for details For ndarray: shape = (chain, draw). For n-dimensional ndarray transform first to dataset with az.convert_to_dataset.
var_nameslist: Names of variables to include in the rhat report
methodstr: Select mcse method. Valid methods are: - “mean” - “sd” - “median” - “quantile”
probfloat: Quantile information.
dask_kwargsdict, optional: Dask related kwargs passed to wrap_xarray_ufunc().

Returns

xarray.Dataset: Return the msce dataset

Examples

Calculate the Markov Chain Standard Error using the default arguments:

In [1]: import arviz as az
   ...: data = az.load_arviz_data("non_centered_eight")
   ...: az.mcse(data)
   ...: 
Out[1]: 
<xarray.Dataset>
Dimensions:  (school: 8)
Coordinates:
  * school   (school) object 'Choate' 'Deerfield' ... "St. Paul's" 'Mt. Hermon'
Data variables:
    mu       float64 0.06787
    theta_t  (school) float64 0.02117 0.01655 0.01758 ... 0.01886 0.0185 0.01861
    tau      float64 0.0739
    theta    (school) float64 0.1196 0.09312 0.1104 ... 0.09868 0.1054 0.1068

Calculate the Markov Chain Standard Error using the quantile method:

In [2]: az.mcse(data, method="quantile", prob=0.7)
Out[2]: 
<xarray.Dataset>
Dimensions:  (school: 8)
Coordinates:
  * school   (school) object 'Choate' 'Deerfield' ... "St. Paul's" 'Mt. Hermon'
Data variables:
    mu       float64 0.0966
    theta_t  (school) float64 0.02069 0.03194 0.02927 ... 0.02107 0.03014
    tau      float64 0.08686
    theta    (school) float64 0.1886 0.1385 0.1313 ... 0.1247 0.1144 0.1243

arviz.rhat

Stats utils