Merge pull request #1015 from stan-dev/more-stable-r_eff

Improve stability of `r_eff` calculation for loo

Author: jgabry

R/fit.R

@@ -574,9 +574,9 @@ unconstrain_draws <- function(files = NULL, draws = NULL,
   } else {
     draws <- self$draws(inc_warmup = inc_warmup)
   }
-  
+
   draws <- maybe_convert_draws_format(draws, "draws_matrix")
-  
+
   chains <- posterior::nchains(draws)
 
   model_par_names <- self$metadata()$stan_variables[self$metadata()$stan_variables != "lp__"]
@@ -595,7 +595,7 @@ unconstrain_draws <- function(files = NULL, draws = NULL,
   uncon_names <- private$model_methods_env_$unconstrained_param_names(private$model_methods_env_$model_ptr_, FALSE, FALSE)
   names(unconstrained) <- repair_variable_names(uncon_names)
   unconstrained$.nchains <- chains
-  
+
   do.call(function(...) { create_draws_format(format, ...) }, unconstrained)
 }
 CmdStanFit$set("public", name = "unconstrain_draws", value = unconstrain_draws)
@@ -1539,7 +1539,7 @@ loo <- function(variables = "log_lik", r_eff = TRUE, moment_match = FALSE, ...)
   if (is.logical(r_eff)) {
     if (isTRUE(r_eff)) {
       r_eff_cores <- list(...)[["cores"]] %||% getOption("mc.cores", 1)
-      r_eff <- loo::relative_eff(exp(LLarray), cores = r_eff_cores)
+      r_eff <- loo::relative_eff(exp(LLarray + max(-LLarray)), cores = r_eff_cores)
     } else {
       r_eff <- NULL
     }