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There should be an implementation of a new Rhat diagnostic described in Vehtari
Description:
In file./src/stan/analyze/mcmc/compute_potential_scale_reduction.hppis implemented old split-rhat diagnostic also described in the article. We want to add the new version, also implemented in arviz.
Then also tests should be changed because of the new output.
Summary:
There should be an implementation of a new Rhat diagnostic described in Vehtari
Description:
In file
./src/stan/analyze/mcmc/compute_potential_scale_reduction.hpp
is implemented old split-rhat diagnostic also described in the article. We want to add the new version, also implemented in arviz.Then also tests should be changed because of the new output.
Current Version:
v2.34.1