gelman - R-statistic convergence test¶
gelman |
Calculates the R-statistic convergence diagnostic |
Convergence test statistic from Gelman and Rubin, 1992.[1]
- [1] Gelman, Andrew, and Donald B. Rubin.
- “Inference from Iterative Simulation Using Multiple Sequences.” Statistical Science 7, no. 4 (November 1, 1992): 457-72. https://doi.org/10.2307/2246093.
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bumps.dream.gelman.
gelman
(sequences, portion=0.5)[source]¶ Calculates the R-statistic convergence diagnostic
For more information please refer to: Gelman, A. and D.R. Rubin, 1992. Inference from Iterative Simulation Using Multiple Sequences, Statistical Science, Volume 7, Issue 4, 457-472. doi:10.1214/ss/1177011136