cuqi.samples.Samples.compute_rhat

Samples.compute_rhat(chains, **kwargs)

Compute rhat value of samples given list of cuqi.samples.Samples objects (chains) to compare with.

Here rhat values close to 1 indicates the chains have converged to the same distribution.

Parameters:

• chains (list (or a single Samples object)) – List of cuqi.samples.Samples objects each representing a single MCMC chain to compare with. Each Samples object must have the same geometry as the original Samples object.

• tool. (Any remaining keyword arguments will be passed to the arviz computing)

• https (See)

Return type:

Numpy array with rhat values for each variable.