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Merge pull request #669 from stan-dev/feature/stansummary-improvements
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Update stansummary documentation
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WardBrian authored Sep 6, 2023
2 parents 9ca56b6 + 46440a6 commit cc4a208
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13 changes: 10 additions & 3 deletions src/cmdstan-guide/stansummary.Rmd
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Expand Up @@ -32,7 +32,7 @@ chapter of the Stan Reference Manual which describes both the theory and practic
estimation techniques.
The summary statistics and the algorithms used to compute them are described in sections
[Notation for samples](https://mc-stan.org/docs/reference-manual/notation-for-samples-chains-and-draws.html)
and
and
[Effective Sample Size](https://mc-stan.org/docs/reference-manual/effective-sample-size.html).

## Building the stansummary command
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Samples were drawn using hmc with nuts.
For each parameter, N_Eff is a crude measure of effective sample size,
and R_hat is the potential scale reduction factor on split chains (at
and R_hat is the potential scale reduction factor on split chains (at
convergence, R_hat=1).
```

Expand Down Expand Up @@ -159,15 +159,22 @@ Options:
-c, --csv_filename [file] Write statistics to a CSV file.
-h, --help Produce help message, then exit.
-p, --percentiles [values] Percentiles to report as ordered set of
comma-separated integers from (1,99), inclusive.
comma-separated numbers from (0.1,99.9), inclusive.
Default is 5,50,95.
-s, --sig_figs [n] Significant figures reported. Default is 2.
Must be an integer from (1, 18), inclusive.
-i, --include_param [name] Include the named parameter in the summary output.
By default, all parameters in the file are summarized,
passing this argument one or more times will filter
the output down to just the requested arguments.
```

Both short an long option names are allowed. Short names are specified as `-<o> <value>`;
long option names can be specified either as `--<option>=<value>` or `--<option> <value>`.

The `--percentiles` argument can also be passed an empty string `""`, which
results in no percentiles being displayed in the output of the command.

The amount of precision
in the sampler output limits the amount of real precision in the summary report.
CmdStan's command line interface also has output argument `sig_figs`.
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