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avehtari / Rhat_ess

Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC

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This repository contains tex, code, and online appendix for

Aki Vehtari, Andrew Gelman, Daniel Simpson, Bob Carpenter, Paul-Christian Bürkner (2020): Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC. Bayesian analysis, accepted for publication. arXiv preprint arXiv:1903.08008.

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