Simplify using rhat for single chain

Issue #25 resolved
Martin Modrák created an issue

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)

  1. Matthew Parno

    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 the SampleCollection class, which is used for all of our other MCMC techniques. This is in commit 0887531 and will be merged soon.

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