/grubin

Gelman-Rubin rhat statistic for output of PTMCMCSampler

Primary LanguagePythonMIT LicenseMIT

This repo currently has two functions:

  • Gelman-Rubin Rhat statistic
  • find_files()

By using find_files(), you can search a subdirectory and find out if the chains output by PTMCMCSampler satisfy the threshold value of 1.1 in the Gelman Rubin statistic.