Add mean tree depth to NUTS_tuned

[dfish]

Hi Tamas-

I am using DynamicHMC v1.0.6 and would like to report mean tree depth for MCMCBenchmarks.jl. As far as I can tell, NUTS_tuned only reports the maximum tree depth. Would it be possible to add mean tree depth to NUTS_tuned? Thanks.

[Tamas K. Papp]

The .depth field of the stats for each tree should contain this information. The 2.0 API (cf #69) should make this more explicit,

results = mcmc_with_warmup(rng, p, 1000)
mean(s -> s.depth, results.tree_statistics)

should do what you want. Cf TreeStatisticsNUTS and how DynamicHMC.Diagnostics.summarize_tree_statistics extracts the depth information.

This is all on master, which is released soon. If you want to stick with 1.0.6 for now, the same information is in chain in

chain, _ = NUTS_init_tune_mcmc(...)

[dfish]

Thank you. Sorry for the false alarm.

[Tamas K. Papp]

No worries. It is totally fine to ask support questions in issues and I am happy to help.