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mcse.R
#' Monte-Carlo Standard Error (MCSE)
#'
#' This function returns the Monte Carlo Standard Error (MCSE).
#'
#' @inheritParams effective_sample
#'
#'
#' @details \strong{Monte Carlo Standard Error (MCSE)} is another measure of
#' accuracy of the chains. It is defined as standard deviation of the chains
#' divided by their effective sample size (the formula for \code{mcse()} is
#' from Kruschke 2015, p. 187). The MCSE \dQuote{provides a quantitative
#' suggestion of how big the estimation noise is}.
#'
#' @references Kruschke, J. (2014). Doing Bayesian data analysis: A tutorial with R, JAGS, and Stan. Academic Press.
#'
#' @examples
#' \dontrun{
#' library(rstanarm)
#'
#' model <- stan_glm(mpg ~ wt + am, data = mtcars, chains = 1)
#' mcse(model)
#' }
#' @importFrom insight get_parameters
#' @export
mcse <- function(model, ...) {
  UseMethod("mcse")
}


#' @export
mcse.brmsfit <- function(model, effects = c("fixed", "random", "all"), component = c("conditional", "zi", "zero_inflated", "all"), parameters = NULL, ...) {
  # check arguments
  effects <- match.arg(effects)
  component <- match.arg(component)

  pars <-
    insight::get_parameters(
      model,
      effects = effects,
      component = component,
      parameters = parameters
    )

  ess <-
    effective_sample(
      model,
      effects = effects,
      component = component,
      parameters = parameters
    )

  mcse_helper(pars, ess$ESS)
}


#' @rdname mcse
#' @export
mcse.stanreg <- function(model, effects = c("fixed", "random", "all"), parameters = NULL, ...) {
  # check arguments
  effects <- match.arg(effects)

  pars <-
    insight::get_parameters(
      model,
      effects = effects,
      parameters = parameters
    )

  ess <-
    effective_sample(
      model,
      effects = effects,
      parameters = parameters
    )

  mcse_helper(pars, ess$ESS)
}



#' @importFrom stats sd
mcse_helper <- function(pars, ess) {
  # get standard deviations from posterior samples
  stddev <- sapply(pars, stats::sd)

  # compute mcse
  data.frame(
    Parameter = colnames(pars),
    MCSE = stddev / sqrt(ess),
    stringsAsFactors = FALSE,
    row.names = NULL
  )
}
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