calc_psrf_cutoff: Calculate Gelman-Rubin Termination Threshold (delta_epsilon)
In LugsailGR: Generalized Gelman-Rubin Diagnostic and Effective Sample Size for MCMC
calc_psrf_cutoff R Documentation
Calculate Gelman-Rubin Termination Threshold (delta_epsilon)
Description
Computes the principled Gelman-Rubin diagnostic termination threshold
delta_epsilon based on the target ESS bound M_alpha_eps_p and
number of chains m.
Usage
calc_psrf_cutoff(m = 1, M_val = 1537)
Arguments
m
Integer, number of chains.
M_val
Numeric, minimum required ESS obtained from calc_ess_bound.
Value
Numeric scalar, target threshold delta_epsilon.
Examples
M_bound <- calc_ess_bound(p = 1, alpha = 0.05, epsilon = 0.10)
calc_psrf_cutoff(m = 3, M_val = M_bound)
LugsailGR documentation built on Aug. 5, 2026, 9:08 a.m.
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| calc_psrf_cutoff | R Documentation |
Calculate Gelman-Rubin Termination Threshold (delta_epsilon)
Description
Computes the principled Gelman-Rubin diagnostic termination threshold
delta_epsilon based on the target ESS bound M_alpha_eps_p and
number of chains m.
Usage
calc_psrf_cutoff(m = 1, M_val = 1537)
Arguments
m |
Integer, number of chains. |
M_val |
Numeric, minimum required ESS obtained from |
Value
Numeric scalar, target threshold delta_epsilon.
Examples
M_bound <- calc_ess_bound(p = 1, alpha = 0.05, epsilon = 0.10)
calc_psrf_cutoff(m = 3, M_val = M_bound)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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