run RStan's R-hat and n_eff on R2jags (coda) fit?

[Bob Carpenter]

I'm trying to do some evaluations vs. JAGS and would
like to take the R2jags fit object (which can be converted
to coda format) and apply RStan's R-hat and n_eff routines.

I didn't see a way to do that from the doc or vignette,
but I thought it was possible.

- Bob

[Ben Goodrich]

With a single chain that is a mcmc object defined in the coda package,

arr <- as.matrix(mcmcobject)
dim(arr) <- c(nrow(arr), 1L, ncol(arr))
library(rstan)
monitor(arr, warmup = 0)

With a mcmc.list object (perhaps produced by as.mcmc), it is conceptually the same thing but the dimensions have to be permuted.

arr <- as.array(mcmclistobject)
arr <- aperm(arr, c(1,3,2))
monitor(arr, warmup = 0)

Ben

[Bob Carpenter]

Thanks!

- Bob

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