split_rhat

utils.diagnostics.split_rhat(x)

Split-chain R-hat of a single chain (halves as pseudo-chains).

The Gelman-Rubin potential scale reduction factor computed on the two halves of the chain; values near 1 indicate the halves agree in mean and variance.

Parameters

Name	Type	Description	Default
x	np.ndarray	The chain, shape (n,).	required

Returns

Name	Type	Description
	float	nan when the chain is too short or degenerate.