Crate mcmc

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.)

Modules

ess	Effective Sample Size (ESS)
rhat	Gelman-Rubin split potential scale reducation (Rhat)
utils	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)

Type Definitions

Array1	One-dimensional vector of numeric values
Array2	Two dimensional vector of vectors of numeric values