R-hat Convergence Diagnostic

Source: R/mcmcattr.R

Retrieves the R-hat convergence diagnostic for each component of the argument

rvRhat(x)

Arguments

x

an object

Value

Vector of numbers, NA if R-hat is not available.

Details

The R-hat values are assumed to be saved as attributes. If they are not available, NA will be returned.

R-hat is computed by programs such as Umacs and R2WinBUGS.

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

Author

Jouni Kerman jouni@kerman.com