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Update mcse_sd calculation to not use normality assumption. #2167

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Update mcse_sd calculation to not use normality assumption. #2167

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ahartikainen
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@ahartikainen ahartikainen commented Nov 19, 2022 •
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Fixes #2005

See https://github.com/stan-dev/posterior/pull/233/files

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Checklist

  • Follows official PR format
  • Includes a sample plot to visually illustrate the changes (only for plot-related functions)
  • New features are properly documented (with an example if appropriate)?
  • Includes new or updated tests to cover the new feature
  • Code style correct (follows pylint and black guidelines)
  • Changes are listed in changelog

@OriolAbril
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It looks like tests are running against posterior 0.1.2, can this be updated to latest posterior?

sethaxen
sethaxen requested changes Jan 2, 2023
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arviz/stats/diagnostics.py Outdated Show resolved Hide resolved
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@sethaxen sethaxen sethaxen requested changes

@aloctavodia aloctavodia aloctavodia approved these changes

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Better mcse_sd
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@ahartikainen @OriolAbril @aloctavodia @sethaxen