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arviz-devs / arviz

Exploratory analysis of Bayesian models with Python
https://python.arviz.org
Apache License 2.0
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nested-Rhat #2116

Open avehtari opened 1 year ago

avehtari commented 1 year ago

Add nested-Rhat as described in

This needs additional superchain index (chains are grouped to superchains). It would be probably easiest to have an additional argument which would be an array with as many elements as the number of chains and the values would tell the superchain id for each chain.

ayashabbar commented 1 year ago

Hello, Is there any one working on this issue? I would like to start working on it.

ahartikainen commented 1 year ago

Hi, feel free to start to implement this.

Let's discuss in the PR what kind of API do we need for this.