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flatironinstitute / bayes-kit

Bayesian inference and posterior analysis for Python
MIT License
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implement split R-hat a la BDA3 #36

Closed bob-carpenter closed 1 year ago

bob-carpenter commented 1 year ago

Add an implementation of split R-hat as detailed in BDA3.

jsoules commented 1 year ago

That's Bayesian Data Analysis, 3rd Edition?

bob-carpenter commented 1 year ago

Yes. I put the full citation in the code as a reference. The spine of the physical book just says "BDA3," so that's what everyone calls it.

bob-carpenter commented 1 year ago

I'm also implementing the ranked r-hat as part of the same PR.