Version of Rhat when printing stanfit object

General
1

Hi,
I want to evaluate Rhat for my stanfit using the improved version (reference below). I know that the Rhat is presented when I print the stanfit object, however, I want to know is this the improved version of Rhat?

If not, is there an easy way to calculate it for all of my parameters (i.e. a summary function) rather than having to extract all parameters combine into a matrix and then use rstan::Rhat?

Many thanks,
Philip

Convergence and efficiency diagnostics for Markov Chains — Rhat • rstan (mc-stan.org)

2

Hi, have you tried posterior package?

1 Like
3

Thanks very much for this.