jexplore.tools.diagnostic
=========================

.. py:module:: jexplore.tools.diagnostic

.. autoapi-nested-parse::

   Diagnostic tool for assessing the convergence of the MCMC
   sampling.



Functions
---------

.. autoapisummary::

   jexplore.tools.diagnostic.gelman_rubin_statistic
   jexplore.tools.diagnostic.auto_correlation_length


Module Contents
---------------

.. py:function:: gelman_rubin_statistic(samples, ntemp=1)

   Return square root of Gelman-Rubin statistic R.

   Assess the convergence by comparing the variance between the
   chains and the variance in the chains.

   :param array samples: (nchain, dim, npoints) array with nchain
   equal to nwalker if ntemp=1 (default) or nchain equal nwalker x
   ntemp.
   :param int ntemp: return R per temperature is ntemp > 1
   :return: (ntemp, ndim) array of the statistic for each dimension
   (and temperature)
   :rtype: array



.. py:function:: auto_correlation_length(samples)

   Return auto correlation length from emcee.

   :param array samples: (nchain, dim, npoints) array with nchain
   equal to nwalker
   :return:
   :rtype: array