rhat: Rhat convergence diagnostic

Description Usage Arguments Value References

View source: R/diagnostic.R

Description

Compute Rhat convergence diagnostic as the maximum of rank normalized split-Rhat and rank normalized folded-split-Rhat for one parameter.

Usage

1
rhat(sims)

Arguments

sims

A 2D array _without_ warmup samples (# iter * # chains).

Value

A single numeric value for the effective sample size.

References

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.


weiyaw/flexss documentation built on June 16, 2021, 7:48 a.m.