arviz_stats.base.array_stats.pareto_min_ss

array_stats.pareto_min_ss(ary, chain_axis=-2, draw_axis=-1, prob=0.89)

Compute minimum effective sample size.

See docstring of arviz_stats.pareto_min_ss for full description of computation and arguments.

Parameters:

aryarray_like

chain_axisint, default -2

draw_axisint, default -1

probfloat, default 0.89

Probability for the tail ESS used to compute the relative efficiency.