e parameters
and sampled until all values for <span class="math inline">\(\hat{R}\)</span> are below 1.1. Stan
allows users to specify initial values for parameters and it is also
able to draw diffuse random initializations automatically satisfying
the declared parameter constraints.</p>
<p>The <span class="math inline">\(\hat{R}\)</span> statistic is defined for a set of <span class="math inline">\(M\)</span> Markov chains,
<span class="math inline">\(\theta_m\)</span>, each of which has <span class="math 