check_Rhat: Quick summary of Rhat values by parameter name

In jagshelper: Extracting and Visualizing Output from 'jagsUI'

Quick summary of Rhat values by parameter name

Description

Returns the mean number of Rhat values for each parameter (by each parameter) that are less than a specified threshold criterion.

Rhat (Gelman-Rubin Convergence Diagnostic, or Potential Scale Reduction Factor) is calculated within 'JAGS', and is commonly used as a measure of convergence for a given parameter node. Values close to 1 are seen as evidence of adequate convergence.

Usage

check_Rhat(x, thresh = 1.1)

Arguments

x	Output object from jagsUI::jags()
thresh	Threshold value (defaults to 1.1)

Value

Numeric (named) giving the proportion of Rhat values below the given threshold.

Author(s)

Matt Tyers

References

Gelman, A., & Rubin, D. B. (1992). Inference from Iterative Simulation Using Multiple Sequences. Statistical Science, 7(4), 457–472. http://www.jstor.org/stable/2246093

See Also

check_neff, traceworstRhat, plotRhats, qq_postpred, ts_postpred

Examples

check_Rhat(SS_out)

jagshelper documentation built on Oct. 22, 2024, 1:06 a.m.