psrf_check_hyper {EDISON}

Checks the potential scale reduction factor for the hyperparameters.

Description

This function checks the potential scale reduction factors for the hyperparameters of the information sharing priors.

Usage

psrf_check_hyper(params, num_it)

Arguments

params

Matrix of hyperparameters.

num_it

Number of iterations/samples.

Value

Returns the maximum PSRF value.

Author(s)

Frank Dondelinger

References

Gelman and Rubin (1992) Inference from iterative simulation using multiple sequences, Statistical Science.

See Also

psrf, psrf_check