\[
\widehat{\mbox{var}}^{+}\!(\theta|y)
= \frac{N-1}{N}\, W \, + \, \frac{1}{N} \, B.
\]</span></p>
<p>Finally, the <em>potential scale reduction statistic</em> is defined by</p>
<p><span class="math display">\[
\hat{R}
\, = \,
\sqrt{\frac{\widehat{\mbox{var}}^{+}\!(\theta|y)}{W}}.
\]</span></p>
</div>
<div id="split-r-hat-for-detecting-non-stationarity" class="section level3">
<h3 number="16.3.2"><span class="header-section-number">16.3.2</span> Split R-hat for Detecting Non-Stationarity</h3>
<p>Before Sta