Check the posterior lengthscale against the approximate GP settings

Implements the lengthscale diagnostic of Riutort-Mayol et al. (2023, Section 4.5) doi:10.1007/s11222-022-10167-2 . The approximation is assumed accurate when the posterior median lengthscale lies within the range returned by gp_ls_range(), allowing a tolerance of 0.01 on the rescaled scale at the lower end.

Usage

check_gp_lengthscale(rho, stan_data)

Arguments

rho

Numeric vector of posterior lengthscale samples (in days).

stan_data

A list of Stan data as returned by create_gp_data().

Value

Invisibly, the range from gp_ls_range(). Called for its side effect of warning when the lengthscale is outside this range.