check_Rhat {jagshelper}

Quick summary of Rhat values by parameter name

Description

Returns the mean number of Rhat values for each parameter (by each parameter) that are less than a specified threshold criterion.

Rhat (Gelman-Rubin Convergence Diagnostic, or Potential Scale Reduction Factor) is calculated within 'JAGS', and is commonly used as a measure of convergence for a given parameter node. Values close to 1 are seen as evidence of adequate convergence.

Usage

check_Rhat(x, thresh = 1.1)

Arguments

x

Output object from jagsUI::jags()

thresh

Threshold value (defaults to 1.1)

Value

Numeric (named) giving the proportion of Rhat values below the given threshold.

Author(s)

Matt Tyers

References

Gelman, A., & Rubin, D. B. (1992). Inference from Iterative Simulation Using Multiple Sequences. Statistical Science, 7(4), 457–472. http://www.jstor.org/stable/2246093

See Also

check_neff, traceworstRhat, plotRhats, qq_postpred, ts_postpred

Examples

check_Rhat(SS_out)