rhat.mcmcrs {mcmcr} | R Documentation |
R-hat
Description
Calculates an R-hat (potential scale reduction factor) value.
Usage
## S3 method for class 'mcmcrs'
rhat(x, by = "all", as_df = FALSE, na_rm = FALSE, bound = FALSE, ...)
Arguments
x |
An object. |
by |
A string indicating whether to determine by "term", "parameter" or "all". |
as_df |
A flag indicating whether to return the results as a data frame versus a named list. |
na_rm |
A flag specifying whether to ignore missing values. |
bound |
flag specifying whether to bind mcmcrs objects by their chains before calculating rhat. |
... |
Other arguments passed to methods. |
Details
By default the uncorrected, unfolded, univariate, split R-hat value.
Value
A number >= 1 indicating the rhat value.
References
Gelman, A., and Rubin, D.B. 1992. Inference from Iterative Simulation Using Multiple Sequences. Statistical Science 7(4): 457–472.
See Also
Other convergence:
converged_pars()
,
converged_terms()
,
converged()
,
esr_pars()
,
esr_terms()
,
esr()
,
rhat_pars()
,
rhat_terms()
Examples
rhat(mcmcrs(mcmcr_example, mcmcr_example))
rhat(mcmcrs(mcmcr_example, mcmcr_example), bound = TRUE)