psrf_check: Check the potential scale reduction factors for all parameters (edges).

Description

This function treats the edges of the network as parameters, calculates their potential scale reduction factors and returns the highest value.

Usage

1
psrf_check(params, q, k_max, num_it)

Arguments

params

Matrix of parameters.

q

Number of nodes.

k_max

Number of segments.

num_it

Number of iterations/samples.

Value

Returns the highest PSRF value.

Author(s)

Frank Dondelinger

References

Gelman and Rubin (1992) Inference from iterative simulation using multiple sequences, Statistical Science.

See Also

psrf, psrf_check_hyper


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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