Calculates the Gelman-Rubin (R-hat) convergence diagnostic for MCMC chains.
Usage
calculate_gelman_rubin(fit, parameters = NULL)
Arguments
- fit
A brmsfit object from brms package
- parameters
Character vector or NULL (default: NULL). Subset of
parameter names to compute R-hat for. If NULL, all parameters are included.
Value
Named numeric vector of R-hat values for each parameter
Details
R-hat values close to 1 indicate good convergence. Values > 1.1 suggest
potential convergence problems.
Examples
if (FALSE) { # \dontrun{
rhat_values <- calculate_gelman_rubin(fit)
print(rhat_values)
} # }
