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Description
reff
is documented as the relative efficiency of the unsmoothed ratios:
Lines 25 to 26 in 35b9e71
- `reff`: the ratio of the effective sample size of the unsmoothed importance ratios and | |
the actual sample size. |
Lines 189 to 192 in 35b9e71
- `reff::Union{Real,AbstractArray}`: the ratio(s) of effective sample size of | |
`log_ratios` and the actual sample size `reff = ess/(draws * chains)`, used to account | |
for autocorrelation, e.g. due to Markov chain Monte Carlo. If an array, it must have the | |
size `(parameters...,)` to match `log_ratios`. |
However, reff
should be the relative efficiency of the inverse of the unsmoothed ratios. See e.g. the docstring for loo::psis
: https://github.com/stan-dev/loo/blob/b94b2b148e55ece22b83ef5995e0e4b98ff1abe0/R/psis.R#L16-L26
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