>
and multi-chain variance estimate <span class="math inline">\(\widehat{\mbox{var}}^{+}\)</span>
introduced in the previous section to compute the combined
autocorrelation at lag <span class="math inline">\(t\)</span> as</p>
<p><span class="math display">\[
\hat{\rho}_t
= 1 - \frac{\displaystyle W
              - \textstyle \frac{1}{M}\sum_{m=1}^M s_m^2 \hat{\rho}_{t,m}}
        {\widehat{\mbox{var}}^{+}}.
\]</span></p>
<p>If the chains have not converged, the variance estimator
<span class="math inline">\