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Add a test utility that implements the R-hat statistic #131

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emilyfertig opened this issue Aug 1, 2024 · 0 comments
Open

Add a test utility that implements the R-hat statistic #131

emilyfertig opened this issue Aug 1, 2024 · 0 comments
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MCMC convergence testing Lower-priority unit tests
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Testing

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@emilyfertig
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Like Geweke (#123) this will be used to test the convergence behavior of the Gibbs sampler and diagnose if it's getting stuck.
@emilyfertig emilyfertig added this to the Testing milestone Aug 1, 2024
@emilyfertig emilyfertig mentioned this issue Aug 1, 2024
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@emilyfertig emilyfertig added the MCMC convergence testing Lower-priority unit tests label Aug 13, 2024
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