gelman_rubin: Gelman-Rubin statistic
In mrc-ide/drjacoby: Flexible Markov Chain Monte Carlo via Reparameterization
gelman_rubin R Documentation
Gelman-Rubin statistic
Description
Estimate sthe Gelman-Rubin (rhat) convergence statistic for a single parameter
across multiple chains. Basic method, assuming all chains are of equal length
Usage
gelman_rubin(par_matrix, chains, samples)
Arguments
par_matrix
Matrix (interations x chains)
chains
number of chains
samples
number of samples
Value
Gelman-Rubin statistic
References
Gelman, A., and D. B. Rubin. 1992.
Inference from Iterative Simulation Using Multiple Sequences.
Statistical Science 7: 457–511.
https://astrostatistics.psu.edu/RLectures/diagnosticsMCMC.pdf
mrc-ide/drjacoby documentation built on July 1, 2024, 11:50 a.m.
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| gelman_rubin | R Documentation |
Gelman-Rubin statistic
Description
Estimate sthe Gelman-Rubin (rhat) convergence statistic for a single parameter across multiple chains. Basic method, assuming all chains are of equal length
Usage
gelman_rubin(par_matrix, chains, samples)
Arguments
par_matrix |
Matrix (interations x chains) |
chains |
number of chains |
samples |
number of samples |
Value
Gelman-Rubin statistic
References
Gelman, A., and D. B. Rubin. 1992. Inference from Iterative Simulation Using Multiple Sequences. Statistical Science 7: 457–511.
https://astrostatistics.psu.edu/RLectures/diagnosticsMCMC.pdf
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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