A collection of statistics for MCMC chains, including:
- means
- percentiles
- autocorrelations and autocovariances
- effective sample sizes
- potential scale reduction factors (a.k.a R-hat)
Algorithms are based on those in Stan 2.35
npm i mcmc-stats
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Compute statistics for MCMC chains in Javascript
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flatironinstitute/mcmc-stats.js
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Compute statistics for MCMC chains in Javascript
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