number">16.3.3.4</span> Why inconsistent R-hat?</h4>
<p>Firstly, as noted above, for any finite number of draws, there will
always be some residual effect of the initial state, which typically
manifests as some small (or large if the autocorrelation time is huge)
probability of having a large outlier. Functions robust to such
outliers (say, quantiles) will appear more stable and have better
<span class="math inline">\(\hat{R}\)</span>. Functions vulnerable to such outliers may show fragility.</p>
<p>Secondl