Description Usage Arguments Details Value Author(s) References
Calculates diagnostic values to determine convergence of a MCMC algorithm.
1 | R_stat(x)
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x |
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The Gelman-Rubin value should be <= 1.2 for all parameters to declare convergence. Otherwise the number of samples should be increased.
A [no. of parameters]-dimensional vector of Gelman-Rubin diagnostic values.
Tobias Pilz tpilz@uni-potsdam.de
Algorithm based on Gelman and Rubin (1992) obtained from (Eqs. 32-35):
Vrugt, J. A.: "Markov chain Monte Carlo simulation using the DREAM software package: Theory, concepts, and MATLAB implementation." Environmental Modelling & Software, 2016, 75, 273 – 316, http://dx.doi.org/10.1016/j.envsoft.2015.08.013.
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