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Calculation of Rhat and ESS #50

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fkrauer opened this issue Nov 10, 2021 · 2 comments
Closed

Calculation of Rhat and ESS #50

fkrauer opened this issue Nov 10, 2021 · 2 comments

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@fkrauer
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fkrauer commented Nov 10, 2021

Hi

Is the calculation of rhat and ESS based on the chains with or without the burnin? Does it matter for the calculation whether I specify discard_burnin=false or discard_burnin=true? Thanks
@itsdfish
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MCMCChains calculates rhat and ess based on all samples in the chain object. So if you use discard_burnin=false, those calculations will include the burnin samples. If you leave the burnin samples for visual inspection of convergence, you can slice the chain to remove the burnin samples like so: chain = burnin_chain[500:end, :, :]

@fkrauer
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fkrauer commented Nov 10, 2021

yes, that's what I suspected. Thanks!

@fkrauer fkrauer closed this as completed Nov 10, 2021
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@itsdfish @fkrauer