rhat

rhat(chains): number

Rank-normalized split-R̂ (Vehtari et al. 2021): the larger of the R̂ of the rank-normalized split chains and of their folded version (distance to the median), which also catches chains that agree on location but not on scale. Values below 1.01 indicate convergence.

Parameters

chains

number[][]

Array of chains (each chain is an array of samples)

Returns

number

R-hat, or NaN with fewer than 2 chains or 4 draws per chain