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Compute MCMC convergence diagnostics for multiple chains

Source: R/ame_parallel.R
compute_mcmc_diagnostics.Rd

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.

Usage

compute_mcmc_diagnostics(chain_list)

Arguments

chain_list

a list of fitted ame/lame objects, one per chain (each must carry a BETA matrix).

Value

A list with rhat, ess, param_names (over BETA and VC), n_chains and n_samples.

Author

Cassy Dorff, Shahryar Minhas, Tosin Salau