Background
Some MCMC samplers produce chains of unequal length (e.g., WALNUTS). Currently, the posterior package does not support this case. This issue outlines some initial ideas for how to handle it.
Proposed options
- Option 1: Thin chains to equal length Automatically thin longer chains to match the shortest chain length.
- Option 2: Equal-length storage with
NA padding Store chains in the existing equal-length format but pad shorter chains with NA values. New utility functions or arguments would be added to support working with padded draws.
- Option 3: Native support for non-equal chain lengths Support natively stored chains of different length.
Background
Some MCMC samplers produce chains of unequal length (e.g., WALNUTS). Currently, the
posteriorpackage does not support this case. This issue outlines some initial ideas for how to handle it.Proposed options
NApadding Store chains in the existing equal-length format but pad shorter chains withNAvalues. New utility functions or arguments would be added to support working with padded draws.