Dear stan-dev team,
I have a question regarding the document on simulation based calibration:
https://mc-stan.org/docs/stan-users-guide/simulation-based-calibration.html
The document says:
To summarize, the following pseudocode computes the values for the test or for visualization in a histogram.
Inputs: M draws, J bins, N parameters, ranks r[n, m]
b[1:J] = 0
for (m in 1:M) {
++b[1 + floor(r[n, m] * J / (M + 1))]
}
Just before the ranks were indexed as r[n, k] where k was the number of parameters. Is there an error in the pseudo code that should read:
Inputs: N data sets, M draws, J bins, K parameters, ranks r[n, k]
For a given k:
b[1:J] = 0
for (n in 1:N) {
++b[1 + floor(r[n, k] * J / (M + 1))]
}
Many thanks for your help,
Best wishes,
Melodie
Dear stan-dev team,
I have a question regarding the document on simulation based calibration:
https://mc-stan.org/docs/stan-users-guide/simulation-based-calibration.html
The document says:
Just before the ranks were indexed as r[n, k] where k was the number of parameters. Is there an error in the pseudo code that should read:
Many thanks for your help,
Best wishes,
Melodie