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Re: Gelman–Rubin convergence diagnostic using multiple chains

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Hi Nikolay,

thanks for the nice blog post.
I can't follow you on some parts.
In the first run (chain of length 25), you state:

Moreover, all Rc values exceed their corresponding upper confidence limits at the 95% confidence level.


From your output, I would think it is only true for sigma.
Is this a typo or do we have to interpret the results differently.

For the third run, I guess that you have a typo here:

This time, all the Rc values are well below 1.01

.

I think you wanted to say 1.1.

Best,

Anna


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