rhat {bayesSSM} | R Documentation |
Compute split Rhat statistic
Description
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. |
Details
Uses the formula for split-Rhat proposed by Gelman et al. (2013).
Value
Rhat value (matrix input) or named vector of Rhat values.
References
Gelman et al. (2013). Bayesian Data Analysis, 3rd Edition.
Examples
# Example with matrix
chains <- matrix(rnorm(3000), nrow = 1000, ncol = 3)
rhat(chains)
#' # Example with data frame
chains_df <- data.frame(
chain = rep(1:3, each = 1000),
param1 = rnorm(3000),
param2 = rnorm(3000)
)
rhat(chains_df)
[Package bayesSSM version 0.5.0 Index]