Rhat: compute the Gelman & Rubin R.hat statistic.
In svdataman/tonic: Generate and test MCMC output using RW-MH or Goodman-Weare methods
Description
Usage
Arguments
Value
See Also
Description
Rhat computes the Gelman & Rubin R.hat statistic.
Given an array of theta values, for some parameter, produced by
several chains, compute the R.hat statistic as a check for convergence. The
R.hat statistic (Gelman & Rubin 1992) should be close to zero if the
chains are converging. See also Gelman et al. (2004, sect 11.6)
Usage
1
Rhat(theta)
Arguments
theta
(array) of samples of one parameters. ncycles rows by
nchains columns. We compare the within-chain and between-chain
variances.
Value
The R.hat statistic (scalar).
See Also
svdataman/tonic documentation built on Aug. 2, 2019, 3:21 p.m.
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Description Usage Arguments Value See Also
Description
Rhat computes the Gelman & Rubin R.hat statistic.
Given an array of theta values, for some parameter, produced by
several chains, compute the R.hat statistic as a check for convergence. The
R.hat statistic (Gelman & Rubin 1992) should be close to zero if the
chains are converging. See also Gelman et al. (2004, sect 11.6)
Usage
1 | Rhat(theta)
|
Arguments
theta |
(array) of samples of one parameters. |
Value
The R.hat statistic (scalar).
See Also
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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