Reference / binference.diagnostics.rhat

binference.diagnostics.rhat

binference.diagnostics.rhat(x)

Rank-normalised split R-hat (maximum of bulk and folded/tail versions).

Needs x of shape (n_chains, n_draws); a single chain is split in two. Values above about 1.01 indicate non-convergence.

Parameters:

xarray_like, shape (n_draws,) or (n_chains, n_draws)

Draws of a scalar quantity.