geweke_z

utils.diagnostics.geweke_z(x, frac_first=0.1, frac_last=0.5)

Geweke convergence z-score comparing early and late chain segments.

Compares the means of the first frac_first and last frac_last fractions of the chain, with segment variances scaled by their own effective sample sizes (an ESS-based stand-in for the spectral-density estimator of the classical statistic).

Parameters

Name	Type	Description	Default
x	np.ndarray	The chain.	required
frac_first	float	Fractions defining the two segments.	0.1
frac_last	float	Fractions defining the two segments.	0.1

Returns

Name	Type	Description
	float	nan when the segments are too short.