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EDISON (version 1.1.1)
psrf_check_hyper: 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.
References
Gelman and Rubin (1992) Inference from iterative simulation using multiple sequences, Statistical Science.
See Also
psrf
,
psrf_check