gd_summary: Gelman-Rubin Statistic

In EMC2: Bayesian Hierarchical Analysis of Cognitive Models of Choice

Gelman-Rubin Statistic

Description

Returns the Gelman-Rubin diagnostics (otherwise known as the R-hat) of the selected parameter type; i.e. the ratio of between to within MCMC chain variance.

Usage

## S3 method for class 'emc'
gd_summary(
  emc,
  selection = "mu",
  omit_mpsrf = TRUE,
  stat = "max",
  stat_only = FALSE,
  digits = 3,
  ...
)

gd_summary(emc, ...)

Arguments

emc	An emc object
selection	A Character vector. Indicates which parameter types to check (e.g., alpha, mu, sigma2, correlation).
omit_mpsrf	Boolean. If TRUE also returns the multivariate point scale reduction factor (see ?coda::gelman.diag).
stat	A string. Should correspond to a function that can be applied to a vector, which will be performed on the vector/rows or columns of the matrix of the parameters
stat_only	Boolean. If TRUE will only return the result of the applied stat function, otherwise returns both the stat result and the result of the function on all parameters.
digits	Integer. How many digits to round the output to
...	Optional additional arguments that can be passed to get_pars

Details

See: Gelman, A and Rubin, DB (1992) Inference from iterative simulation using multiple sequences, Statistical Science, 7, 457-511.

Full range of possible samples manipulations described in get_pars.

Value

A matrix or vector of R-hat values for the selected parameter type.

Examples

gd_summary(samples_LNR, selection = "correlation", stat = "mean", flatten = TRUE)

EMC2 documentation built on April 11, 2025, 5:50 p.m.