I keep getting Rhat below 1 (for usually about half of my parameters of interest at the level of 9.99e-01). A recent run (see below) reported Rhat < 1 for even smaller values (eg, 9.94e-01, 9.96e-01, 9.97e-01).
Anyone knows why Rhat < 1 is reported? (@bbbales2 kindly told me that Rhat in theory should be at least 1.)
Thanks for your sharing.
4 chains: each with iter=(150,150,150,150); warmup=(0,0,0,0); thin=(1,1,1,1); 600 iterations saved.
Warmup took (10096, 10544, 10196, 9615) seconds, 11.2 hours total
Sampling took (2052, 1257, 1786, 1156) seconds, 1.74 hours total
Mean MCSE StdDev 5% 50% 95% N_Eff N_Eff/s R_hat
lp__ 1.85e+04 8.37e-01 1.28e+01 1.85e+04 1.85e+04 1.86e+04 2.35e+02 3.75e-02 1.00e+00
accept_stat__ 9.85e-01 1.26e-03 2.98e-02 9.36e-01 9.95e-01 1.00e+00 5.56e+02 8.90e-02 1.01e+00
stepsize__ 1.25e-02 1.04e-03 1.48e-03 1.03e-02 1.38e-02 1.39e-02 2.01e+00 3.21e-04 7.39e+14
treedepth__ 9.35e+00 2.61e-01 4.78e-01 9.00e+00 9.00e+00 1.00e+01 3.35e+00 5.37e-04 1.58e+00
n_leapfrog__ 7.44e+02 1.33e+02 2.55e+02 5.11e+02 5.11e+02 1.02e+03 3.67e+00 5.87e-04 1.49e+00
divergent__ 0.00e+00 -nan 0.00e+00 0.00e+00 0.00e+00 0.00e+00 -nan -nan -nan
energy__ -1.84e+04 1.30e+00 1.87e+01 -1.84e+04 -1.84e+04 -1.83e+04 2.06e+02 3.30e-02 1.00e+00
sd_y 8.09e-02 1.97e-05 5.76e-04 8.00e-02 8.09e-02 8.19e-02 8.51e+02 1.36e-01 9.96e-01
mu_u1 1.09e-01 3.28e-04 9.21e-03 9.30e-02 1.08e-01 1.24e-01 7.88e+02 1.26e-01 9.97e-01
mu_alpha 4.07e-02 9.24e-05 2.03e-03 3.74e-02 4.09e-02 4.41e-02 4.85e+02 7.76e-02 1.00e+00
beta 5.98e-01 2.77e-04 7.70e-03 5.85e-01 5.98e-01 6.12e-01 7.73e+02 1.24e-01 9.94e-01
theta 1.52e-01 1.25e-04 3.33e-03 1.46e-01 1.52e-01 1.57e-01 7.13e+02 1.14e-01 9.96e-01
sd_season 1.03e-01 1.46e-04 4.46e-03 9.55e-02 1.02e-01 1.10e-01 9.34e+02 1.49e-01 9.99e-01
mu_season[1] -1.29e-01 3.78e-04 1.08e-02 -1.46e-01 -1.29e-01 -1.11e-01 8.13e+02 1.30e-01 9.98e-01
mu_season[2] -7.07e-02 4.16e-04 1.17e-02 -9.08e-02 -7.10e-02 -5.17e-02 7.85e+02 1.26e-01 9.96e-01
mu_season[3] 1.57e-01 4.38e-04 1.14e-02 1.38e-01 1.57e-01 1.76e-01 6.73e+02 1.08e-01 1.00e+00
p[1] 7.33e-01 2.27e-03 5.98e-02 6.53e-01 7.21e-01 8.45e-01 6.95e+02 1.11e-01 9.99e-01
p[2] 6.15e-01 2.14e-04 5.22e-03 6.07e-01 6.15e-01 6.23e-01 5.94e+02 9.51e-02 1.00e+00
p[3] 7.27e-01 3.25e-03 8.55e-02 6.14e-01 7.10e-01 8.87e-01 6.93e+02 1.11e-01 9.99e-01
g[1] 7.63e-01 1.53e-03 4.67e-02 6.89e-01 7.61e-01 8.40e-01 9.26e+02 1.48e-01 1.00e+00
g[2] 3.46e-01 8.71e-04 2.18e-02 3.13e-01 3.46e-01 3.82e-01 6.26e+02 1.00e-01 1.00e+00
w[1] 6.19e-01 2.94e-03 6.99e-02 5.01e-01 6.16e-01 7.37e-01 5.63e+02 9.00e-02 9.99e-01
w[2] 1.77e-01 5.86e-04 1.37e-02 1.53e-01 1.77e-01 1.99e-01 5.47e+02 8.75e-02 1.00e+00
w[3] 6.63e-01 7.81e-04 2.27e-02 6.25e-01 6.63e-01 7.03e-01 8.45e+02 1.35e-01 9.96e-01
d[1] 5.88e-02 4.62e-04 1.19e-02 4.04e-02 5.86e-02 7.82e-02 6.58e+02 1.05e-01 9.96e-01
d[2] 6.91e-01 3.78e-04 9.55e-03 6.75e-01 6.92e-01 7.07e-01 6.39e+02 1.02e-01 1.00e+00
d[3] 2.50e-01 4.23e-04 1.14e-02 2.31e-01 2.50e-01 2.67e-01 7.20e+02 1.15e-01 1.00e+00