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rv (version 0.949)

rvRhat: R-hat Convergence Diagnostic

Description

Retrieves the R-hat convergence diagnostic for each component of the argument

Usage

rvRhat(x)

Arguments

x
an object

Value

  • Vector of numbers, NA if R-hat is not available.

Details

The R-hat values are assumed to be saved as attributes. If they are not available, NA will be returned.

R-hat is computed by programs such as Umacs and R2WinBUGS.

References

Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Technical report, Columbia University, New York.

Gelman et al. Bayesian Data Analysis, 2nd edition, 2004, CRC Press.