arviz.geweke¶

arviz.
geweke
(ary, first=0.1, last=0.5, intervals=20)[source]¶ Compute zscores for convergence diagnostics.
Compare the mean of the first % of series with the mean of the last % of series. x is divided into a number of segments for which this difference is computed. If the series is converged, this score should oscillate between 1 and 1.
 Parameters
 ary1D arraylike
The trace of some stochastic parameter.
 firstfloat
The fraction of series at the beginning of the trace.
 lastfloat
The fraction of series at the end to be compared with the section at the beginning.
 intervalsint
The number of segments.
 Returns
 scoreslist [[]]
Return a list of [i, score], where i is the starting index for each interval and score the Geweke score on the interval.
Notes
The Geweke score on some series x is computed by:
\[\frac{E[x_s]  E[x_e]}{\sqrt{V[x_s] + V[x_e]}}\]where \(E\) stands for the mean, \(V\) the variance, \(x_s\) a section at the start of the series and \(x_e\) a section at the end of the series.
References
Geweke (1992)