6.9 Danger Zone

Here we explore a short MCMC to see examples where the diagnostics warn of incomplete approximation.

# STEP 2: SIMULATE the posterior
bb_sim_short <- stan(model_code = bb_model, data = list(Y = 9), 
                     chains = 4, iter = 50*2, seed = 84735)

## Warning: Bulk Effective Samples Size (ESS) is too low, indicating posterior means and medians may be unreliable.
## Running the chains for more iterations may help. See
## https://mc-stan.org/misc/warnings.html#bulk-ess

## Warning: Tail Effective Samples Size (ESS) is too low, indicating posterior variances and tail quantiles may be unreliable.
## Running the chains for more iterations may help. See
## https://mc-stan.org/misc/warnings.html#tail-ess

# Trace plots of short chains
mcmc_trace(bb_sim_short, pars = "pi")

# Density plots of individual short chains
mcmc_dens_overlay(bb_sim_short, pars = "pi")

# autocorrelation
mcmc_acf(bb_sim_short, pars = "pi")

rhat(bb_sim_short, pars="pi")

## [1] 1.019434