geweke - Geweke convergence test¶

Convergence test statistic from Gelman and Rubin, 1992.

bumps.dream.geweke.geweke(sequences, portion=0.25)[source]¶

Calculates the Geweke convergence diagnostic

Refer to:

pymc-devs.github.com/pymc/modelchecking.html#informal-methods support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_introbayes_sect008.html