➥ Tip! Refine or expand your search. Authors are sometimes listed as 'Smith, J. K.' instead of 'Smith, John' so it is useful to search for last names only. Note this is currently a simple phrase search.
MCMCDiagnostics contains two diagnostics, written in Julia, for Markov Chain Monte Carlo. The first is potential_scale_reduction(chains...), which estimates the potential scale reduction factor, also known as Rhat, for multiple scalar chains . The second, effective_sample_size(chain), calculates the effective sample size for scalar chains. These diagnostics are intended as building blocks for use by other libraries.