This repository contains R package localrhat, which implements a local version of the Gelman-Rubin diagnostic R-hat:
T. Moins, J. Arbel, S. Girard, & A. Dutfoy. “On the use of a local R-hat to improve MCMC convergence diagnostic” Bayesian Anal. (Advance Publication), 1-26, (2023) DOI: 10.1214/23-BA1399
- ArXiv of the paper associated to this local version R-hat
- Online appendix that contains all the experiments using R
- Additional experiments on the multivariate case using Python and OpenTurns
- R: the code associated to the package.
- experiments: content of the online appendix, with all experiments using the package
- man: documentation generated with
roxygen