Description Usage Arguments Value References
Compute Rhat convergence diagnostic as the maximum of rank normalized split-Rhat and rank normalized folded-split-Rhat for one parameter.
1 | rhat(sims)
|
sims |
A 2D array _without_ warmup samples (# iter * # chains). |
A single numeric value for the effective sample size.
Aki Vehtari, Andrew Gelman, Daniel Simpson, Bob Carpenter, and
Paul-Christian Bürkner (2019). Rank-normalization, folding, and
localization: An improved R-hat for assessing convergence of
MCMC. arXiv preprint arXiv:1903.08008
.
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