MCMCDebugging.mmd_of
— Methodmmd_of(x_nu, x_de; σ=nothing)
Compute the maximum mean discrepency give two set of samples x_nu
and x_de
. If σ
is not provided, it will be taken as "median / log(n)" where median
is the median of pair-wise Ecludean distances and n
is the number of samples in x_de
.
MCMCDebugging.perform
— Functionperform(cfg::GewekeTest, rand_θ, rand_x_given, rand_θ_given, g=nothing)
Run Geweke (joint distribution) test and compute the test statistic using g
as the test function as in Equation (6) of (Geweke, 2014).