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PSR: Return early if no draws #3246

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Jan 3, 2024
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PSR: Return early if no draws #3246

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3 changes: 3 additions & 0 deletions src/stan/analyze/mcmc/compute_potential_scale_reduction.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -35,6 +35,9 @@ inline double compute_potential_scale_reduction(
std::vector<const double*> draws, std::vector<size_t> sizes) {
int num_chains = sizes.size();
size_t num_draws = sizes[0];
if (num_draws == 0) {
return std::numeric_limits<double>::quiet_NaN();
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@andrjohns, the change looks great.

Before it gets merge, just a question: is quiet_NaN the right behavior here? I don't know how this gets used next, so just wanting to sure this isn't going to trigger other problems. (I'm guessing that NaN is the right choice; just wanting to double check.)

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The only place this is used is for user-facing output (from stansummary) so I believe NaN is a reasonable choice. We also return NaN if all chains are constant a bit further down in the function

}
for (int chain = 1; chain < num_chains; ++chain) {
num_draws = std::min(num_draws, sizes[chain]);
}
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