Computes Gelman-Rubin R-hat and effective sample size (ESS) across two or
more independently-seeded chains, for both the regression coefficients
(BETA) and the variance components (VC). ESS is computed on
the pooled draws, so genuinely non-converged chains report a low ESS rather
than an inflated one.
compute_mcmc_diagnostics(chain_list)A list with rhat, ess, param_names (over
BETA and VC), n_chains and n_samples.
a list of fitted ame/lame objects, one per
chain (each must carry a BETA matrix).
Cassy Dorff, Shahryar Minhas, Tosin Salau