gelman - R-statistic convergence test

gelman Calculates the R-statistic convergence diagnostic

Convergence test statistic from Gelman and Rubin, 1992.

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