Per-iteration KLD trace of a fit

Returns the per-iteration estimate of KL(f || g_theta) produced during a regime-(iii) fit, or NA for regimes that do not estimate the KLD internally.

Usage

kld_trace(fit)

Arguments

fit

A gmm_fit.

Value

Numeric vector (or NA_real_).

See also

Other diagnostics: bic_aic(), ess_summary(), ess_trace(), gmm_anneal_path(), gmm_conditional_entropy(), gmm_entropy(), gmm_evidence(), gmm_fit_ensemble(), gmm_fit_quality(), gmm_independence_graph(), gmm_mutual_information(), hellinger_mc(), proxy_functional_ci()

Examples

fit <- fit_proxymix(banana_target(), N = 2L, regime = "kld",
                    is_size = 1000L, max_iter = 15L, seed = 1L)
kld_trace(fit)
#>  [1] 0.1532797 0.1184025 0.1149076 0.1135196 0.1129067 0.1126276 0.1124956
#>  [8] 0.1124295 0.1123938 0.1123726