PSIS.jl
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More useful printed result for a single parameter
Currently, if we use PSIS for a single parameter, we get the following output:
PSISResult with 1 parameters, 1000 draws, and 1 chains
Pareto shape (k) diagnostic values:
Count Min. ESS
(-Inf, 0.5] good 1 (100.0%) 363
The downside here is that the actual shape value is not shown, and the Count
column is not informative. Probably something like this would be more useful:
PSISResult with 1 parameters, 1000 draws, and 1 chains
Pareto shape (k) diagnostic value:
Shape k ESS
good (-Inf, 0.5] 0.3 363
OR
PSISResult with 1 parameters, 1000 draws, and 1 chains
Shape diagnostic k: 0.3 ∈ (-Inf, 0.5] (good)
ESS: 363