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)

[Package mcmcr version 0.6.1 Index]