Compute split Rhat statistic — rhat • bayesSSM

Compute split Rhat statistic

Usage

rhat(chains)

Arguments

chains: A matrix (iterations x chains) or a data.frame with a 'chain' column and parameter columns.

Value

Rhat value (matrix input) or named vector of Rhat values.

Details

Uses the formula for split-Rhat proposed by Gelman et al. (2013).

References

Gelman et al. (2013). Bayesian Data Analysis, 3rd Edition.

Examples

# Example with matrix
chains <- matrix(rnorm(3000), nrow = 1000, ncol = 3)
rhat(chains)
#> [1] 1
#' # Example with data frame
chains_df <- data.frame(
  chain = rep(1:3, each = 1000),
  param1 = rnorm(3000),
  param2 = rnorm(3000)
)
rhat(chains_df)
#>   param1   param2 
#> 1.000026 1.000853