Constant in R_hat?


#1

There exists a question about Stan’s use of R_hat and / or its documentation here


that has been open for a while. Does anyone know what is up with that?


#2

Strange thing, because the equations in the question do not match Gelman and Rubin (1992). The equations have to be post 1998, because df correction shown is from Brooks and Gelman (1998). I answered there, too