Schwartz posterior-consistency diagnostic (Bayesian bootstrap). — morie_ghosal_posterior_consistency • rmorie

Schwartz posterior-consistency diagnostic (Bayesian bootstrap).

Usage

morie_ghosal_posterior_consistency(
  x,
  ref_loc = NULL,
  ref_scale = NULL,
  eps = 0.1,
  K = 200,
  seed = 0
)

Arguments

x: Numeric data vector.
ref_loc: Optional numeric reference location.
ref_scale: Optional numeric reference scale.
eps: Numeric KS-distance tolerance (default 0.1).
K: Integer number of bootstrap draws (default 200).
seed: Integer RNG seed (default 0).

Value

Named list with estimate, ks_mean, ks_se, schwartz_bound, n, eps, method.

Examples

morie_ghosal_posterior_consistency(x = rnorm(50))
#> $estimate
#> [1] 0.545
#> 
#> $ks_mean
#> [1] 0.1069971
#> 
#> $ks_se
#> [1] 0.002286987
#> 
#> $schwartz_bound
#> [1] 0.3678794
#> 
#> $n
#> [1] 50
#> 
#> $eps
#> [1] 0.1
#> 
#> $method
#> [1] "Schwartz consistency (Bayesian-bootstrap proxy)"
#>