Inspect a stack_psis fit saved by an earlier version of pvstackr — pv_migrate_legacy_psis

pv_migrate_legacy_psis_fit() returns a stack_psis fit unchanged when it passes the checks of the current version of pvstackr. Any other stack_psis fit, such as one saved by an earlier version (for example with status "warning") or one that was changed after it was created, becomes an object for inspection only (class pvstackr_legacy_psis_inspection). It keeps the Pareto k-hat values and their check, but no estimates, weights or draws. The fit that you pass is not modified.

Usage

pv_migrate_legacy_psis_fit(fit)

# S3 method for class 'pvstackr_legacy_psis_inspection'
print(x, ...)

# S3 method for class 'pvstackr_legacy_psis_inspection'
summary(object, ...)

# S3 method for class 'summary.pvstackr_legacy_psis_inspection'
print(x, ...)

Arguments

fit: A fit with method = "stack_psis", made by the current or an earlier version of pvstackr, or an inspection object made by this function, which is checked and returned unchanged.
x, object: An inspection object; for the print() method of a summary, the list returned by summary().
...: Ignored.

Value

pv_migrate_legacy_psis_fit() returns the fit itself when it passes the current checks, also when it is blocked. Otherwise it returns a list of class pvstackr_legacy_psis_inspection with the elements method ("stack_psis"), inspection_only (TRUE), reportable (FALSE), reason_codes ("legacy_psis_inspection_only"), diagnostics (psis and redaction; see Details), source (the class, format version and status of the old fit, "unknown" where they cannot be read), schema_version (the format version of the inspection object), provenance (a record of how it was made) and warnings.

print() returns its input invisibly; it shows the status of the old fit and evidence_status. summary() returns a list of class summary.pvstackr_legacy_psis_inspection with method, status ("inspection_only"), source_status (the status of the old fit), evidence_status, bad_pv_cols, reportable, diagnostic_keys, schema_version and source_inspection (the inspection object).

Details

Earlier versions of pvstackr gave estimates for some stack_psis fits that the current version blocks, so the inspection object does not carry any numbers over: get_estimates() and get_draws() stop with an error on it, and get_target() returns NULL. To get estimates, fit the model again with pv_fit_stack_psis(). get_diagnostics(), print() and summary() work on the inspection object.

get_diagnostics(x)$psis holds the k-hat values found in the old fit (pareto_k), the largest of them (pareto_k_max), the plausible values whose k-hat is not finite or not below the cut-off (bad_pv_cols), and the result of the check (evidence_status):

"not_evaluated": the old fit does not hold a finite k-hat value for each of at least two plausible values (complete is FALSE).
"failed": a k-hat value is not below the cut-off.
"legacy_unsafe": all k-hat values are below the cut-off, but the fit does not pass the current checks for another reason.

The cut-off, effective_threshold, is the smallest of 0.7 (hard_threshold) and the thresholds, where present, recorded in the old fit's diagnostics (diagnostic_threshold) and settings (control_threshold), so an old fit is never judged against a threshold above 0.7. fallback_requested is the old fallback setting ("block", "warn" or "unknown"). get_diagnostics(x)$redaction lists what was removed.

pv_migrate_legacy_psis_fit() stops with an error for a fit of another method.