Compute ||theta - theta_hat|| distance for all parameters across iterations. This provides a single measure of convergence combining all parameters.

get_parameter_distance(
  trajectories,
  true_values,
  norm_type = "euclidean",
  chain_summary = "mean"
)

Arguments

trajectories

ngme_trajectories object from get_trace_trajectories()

true_values

named list or vector of true parameter values

norm_type

character, type of norm to use: "euclidean" (default), "manhattan", "max"

chain_summary

character, how to summarize across chains: "mean" (default), "median", "chain1"

Value

numeric vector of distances across iterations