testPSRF: Potential Scale Reduction Factor

View source: R/testPSRF.R

testPSRFR Documentation

Potential Scale Reduction Factor

Description

The Gelman and Rubin (1992) Potential Scale Reduction Factor (PSRF, or \hat{R}) is used to assess MCMC convergence. If the chains have not converged to a common distribution, the \hat{R} statistic will be greater than one. Values close to 1 are considered good.

Usage

testPSRF(model, plot = T)

Arguments

model

a runjags object containing model results

plot

a boolean object specifying whether or not a plot should be generated


soniamitchell/SpARKjags documentation built on May 5, 2022, 12:09 p.m.