ulated, nor the
effective sample size. Instead, these quantities must be estimated
from the samples themselves. The rest of this section describes a
autocorrelations and split-<span class="math inline">\(\hat{R}\)</span> based effective sample
size estimator, based on multiple chains. As before, each chain
<span class="math inline">\(\theta_m\)</span> will be assumed to be of length <span class="math inline">\(N\)</span>.</p>
<p>Stan carries out the autocorrelation computations for all lags
simultaneously u