rhat.mcmc: R-hat

In poissonconsulting/mcmcr: Manipulate MCMC Samples

R-hat

Description

Calculates an R-hat (potential scale reduction factor) value.

Usage

## S3 method for class 'mcmc'
rhat(x, by = "all", as_df = FALSE, na_rm = FALSE, ...)

Arguments

x	An object.
by	A string indicating whether to determine by "term", "parameter" or "all".
as_df	A flag indicating whether to return the results as a data frame versus a named list.
na_rm	A flag specifying whether to ignore missing values.
...	Other arguments passed to methods.

Details

By default the uncorrected, unfolded, univariate, split R-hat value.

Value

A number >= 1 indicating the rhat value.

References

Gelman, A., and Rubin, D.B. 1992. Inference from Iterative Simulation Using Multiple Sequences. Statistical Science 7(4): 457–472.

See Also

Other convergence: converged_pars(), converged_terms(), converged(), esr_pars(), esr_terms(), esr(), rhat_pars(), rhat_terms()

poissonconsulting/mcmcr documentation built on Jan. 18, 2024, 1:11 a.m.