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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