arviz.
geweke
(values, 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: 


Returns: 

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)