check_Rhat: Quick summary of Rhat values by parameter name
Description
Returns the mean number of Rhat values for each parameter (by each parameter)
that are less than a specified threshold criterion.
Rhat (Gelman-Rubin Convergence Diagnostic, or Potential Scale Reduction Factor)
is calculated within 'JAGS', and is
commonly used as a measure of convergence for a given parameter node. Values close
to 1 are seen as evidence of adequate convergence.
Usage
check_Rhat(x, thresh = 1.1)
Value
Numeric (named) giving the proportion of Rhat values below the given threshold.
Arguments
x
Output object from jagsUI::jags()
thresh
Threshold value (defaults to 1.1)
Author
Matt Tyers
References
Gelman, A., & Rubin, D. B. (1992). Inference from Iterative Simulation
Using Multiple Sequences. Statistical Science, 7(4), 457–472. http://www.jstor.org/stable/2246093