What is the difference between R hat and psrf? - Cross Validated
In convergence diagnosis in WinBUGS/JAGS/Stan, there are different statistics reported for each variable. In WinBUGS/Stan, Rhat ($\\hat{R}$) is reported. In JAGS with the runjags package, …
What is r hat (^) like exactly and how do you calculate it?
Oct 20, 2014 · Homework Statement What is r hat (^) like exactly and how do you calculate it? I know that it is something to do with unit vectors and that it should be...
Stan $\hat {R}$ versus Gelman-Rubin $\hat {R}$ definition
May 30, 2018 · I was going through the Stan documentation which can be downloaded from here. I was particularly interested in their implementation of the Gelman-Rubin diagnostic. The …
Low effective sample size but good R-hat is this a problem?
Jul 18, 2019 · The book I cited has several pages on rules of thumb for effective sample size and Rhat. I've just edited the post to try to summarize some of the ones you might find relevant. Jul …
What is the significance of r-hat in the calculation of electrostatic ...
Sep 12, 2016 · The discussion centers on the significance of the unit vector r-hat in the electrostatic force equation, F= (KQ1Q2)/r^2 • (r-hat). The r-hat indicates the direction of the …
Does large Rhat for one parameter mean that marginal posterior …
Feb 28, 2020 · Does large Rhat for one parameter mean that marginal posterior for another cannot be trusted? Ask Question Asked 5 years, 9 months ago Modified 5 years, 9 months ago
bayesian - Why is a Gelman-Rubin diagnostic of < 1.1 considered ...
Jul 10, 2019 · Are you wondering how GR works, or why 1.1 seems to be the accepted cut-off. If the latter, you're not alone: arXiv paper questioning 1.1 cutoff argues that 1.1 is too high. They …
Convergence diagnostics for discrete parameters in MCMC
Aug 22, 2024 · While the traceplot makes sense, I am unsure if autocorrelation or Rhat do. For the Rhat statistic I am using the newly proposed one from 2019 by Vehtari et al. It is …
Modelling and interpreting brms output - Cross Validated
Mar 16, 2019 · is a crude measure of effective sample size, and Rhat is the potential scale reduction factor on split chains (at convergence, Rhat = 1). For example for …
What is the explanation for the divergence of the vector function …
Jan 25, 2022 · Im having trouble understanding the divergence of this vector function. I am just getting lost at calculating the divergence. I get that 1/r^2 is a constant so you can pull it out, …