Simplify using rhat for single chain
Issue #25
resolved
The rhat diagnostic can be (with some loss of sensitivity) used also for single chains. It might thus be sensible to expose the Rhat with also a single chain signature, not just a vector.
Comments (2)
-
-
- changed status to resolved
- Log in to comment
This is a great idea. It is unclear to me how to compute rhat for a single chain in the Multilevel MCMC case, but I’ve added a simple
Rhat
function to theSampleCollection
class, which is used for all of our other MCMC techniques. This is in commit 0887531 and will be merged soon.