Module mcmc::rhat

Gelman-Rubin split potential scale reducation (Rhat)

Functions

potential_scale_reduction_factor	Computes the potential scale reduction (Rhat) for the specified parameter across all kept samples. Chains are trimmed from the back to match the length of the shortest chain.
split_potential_scale_reduction_factor	Computes the split potential scale reduction (Rhat) for the specified parameter across all kept samples. When the number of total draws N is odd, the (N+1)/2th draw is ignored.