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universals (version 0.0.5)

rhat: R-hat

Description

Calculates an R-hat (potential scale reduction factor) value.

Usage

rhat(x, ...)

Value

A number >= 1 indicating the rhat value.

Arguments

x

An object.

...

Other arguments passed to methods.

Details

By default the uncorrected, unfolded, univariate, split R-hat 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()