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Gelman-Rubin R-hat for a set of MCMC chains

Source: R/bayes_mcmc.R
morie_bayes_rhat.Rd

Gelman-Rubin R-hat for a set of MCMC chains

Usage

morie_bayes_rhat(chains)

Arguments

chains

A list of iteration-by-parameter matrices.

Value

Named numeric R-hat per parameter.

Examples

set.seed(1)
morie_bayes_rhat(list(matrix(rnorm(200), 100), matrix(rnorm(200), 100)))
#> [1] 0.9966664 0.9970985