Rhat: Gelman Rubin statistics.

Description Usage Arguments Value References

View source: R/Rhat.R

Description

Check Markov chains for convergence.

Usage

1
Rhat(M, burn.in = 0.5)

Arguments

M

An n x m numeric matrix of Markov Chains.

burn.in

The default value 0.5 means that the second halves of chains will be used to compute.

Value

Gelman Rubin statistics.

References

Gelman A.,Carlin J.B.,Stern H.S.,and Rubin D.B.(2004),Bayesian Data Analysis,Boca Raton,FL:Chapman&Hall/CRC.


BayesBP documentation built on Aug. 28, 2020, 1:10 a.m.

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