search

stan-dev / stan

Stan development repository. The master branch contains the current release. The develop branch contains the latest stable development. See the Developer Process Wiki for details.
https://mc-stan.org
BSD 3-Clause "New" or "Revised" License
2.59k stars 370 forks source link

Add Rhatv5 #2877

Open roualdes opened 4 years ago

roualdes commented 4 years ago

Summary:

Rhatv5 is one of the latest convergence diagnostics. While the packages RStan, posterior, and ArviZ use this new calculation, Stan/CmdStan does not yet. The following functionality needs to be added in order to calculate Rhatv5

With these, Rhatv5 is just a combination of the above functions and split chains, which is already available re Issue #2752.

Additional Information:

As another reference, here is RStan's implementation: https://github.com/stan-dev/rstan/blob/develop/rstan/rstan/R/monitor.R

Current Version:

v2.21.0

WardBrian commented 8 months ago

This appears to be a duplicate of https://github.com/stan-dev/stan/issues/2877