Gelman-Rubin statistic — gd_summary.emc • EMC2

Returns the Gelman-Rubin diagnostics (otherwise known as the R-hat) of the selected parameter type; i.e. the ratio of between to within MCMC chain variance.

Usage

# S3 method for class 'emc'
gd_summary(
  emc,
  selection = "mu",
  omit_mpsrf = TRUE,
  stat = "max",
  stat_only = FALSE,
  digits = 3,
  ...
)

gd_summary(emc, ...)

Arguments

emc: An emc object
selection: A Character vector. Indicates which parameter types to check (e.g., alpha, mu, sigma2, correlation).
omit_mpsrf: Boolean. If TRUE also returns the multivariate point scale reduction factor (see ?coda::gelman.diag).
stat: A string. Should correspond to a function that can be applied to a vector, which will be performed on the vector/rows or columns of the matrix of the parameters
stat_only: Boolean. If TRUE will only return the result of the applied stat function, otherwise returns both the stat result and the result of the function on all parameters.
digits: Integer. How many digits to round the output to
...: Optional additional arguments that can be passed to get_pars

Value

A matrix or vector of R-hat values for the selected parameter type.

Details

See: Gelman, A and Rubin, DB (1992) Inference from iterative simulation using multiple sequences, Statistical Science, 7, 457-511.

Full range of possible samples manipulations described in get_pars.

Examples

gd_summary(samples_LNR, selection = "correlation", stat = "mean", flatten = TRUE)
#>             m_lMd.m   s.m t0.m s.m_lMd t0.m_lMd  t0.s  mean
#> correlation   1.044 1.048  1.1   1.016     1.01 0.987 1.034