# arviz.geweke¶

arviz.geweke(values, first=0.1, last=0.5, intervals=20)[source]

Compute z-scores 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: values : 1D array-like The trace of some stochastic parameter. first : float The fraction of series at the beginning of the trace. last : float The fraction of series at the end to be compared with the section at the beginning. intervals : int The number of segments. scores : list [[]] 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)