A Rust library implementing various MCMC diagnostics and utilities, such as Gelman Rubin potential scale reduction factor (R hat), effective sample size, chain splitting, and others.
This crate is language agnostic and intended to work with the outputs of any MCMC sampler (e.g. Stan, PyMC3, Turing.jl, etc.)
Effective Sample Size (ESS)
Gelman-Rubin split potential scale reducation (Rhat)
Convenience utilities like chain splitting and certain helper functions intended mostly for internal use to avoid external dependencies (e.g. summary statistics and lightweight CSV reading)
One-dimensional vector of numeric values
Two dimensional vector of vectors of numeric values