R hat with only one chain

Hi all,

I’m using the rstan package and noticed that it outputs rhat even if I run only one chain. To my understanding, calculating R-hat requires at least two chains. I wonder how r hat is being calculated in rstan under this condition.

Thank you!

I’m pretty sure that Stan uses split-R-hat, so if there are m chains, you’ll get 2m pieces which can be used for R-hat. I will always run multiple chains, but if you have just 1 chain, it is still split in two.

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