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Samreay avatar Samreay commented on September 16, 2024

Hi Warren, thanks for digging through the code. I based the algorithm off the 1998 Brooks & Gelman update instead of the 1992 Gelman & Rubin original paper, but you were right in that I made I mistake or two translating it into code.

You can see the changes in the commit referenced above, let me know if they look good. Have also compared the code implementations from my function and the PyMC and it seems they now do the same thing too.

If you're satisfied that it now looks correct, I'll release a new version of ChainConsumer with the update. Cheers!

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wmorning avatar wmorning commented on September 16, 2024

Looks good! Go for it!

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Samreay avatar Samreay commented on September 16, 2024

v0.16.5 released. Thanks Warren.

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