ath inline">\(\hat{R}\)</span> statistic considers the composition of a Markov chain
and a function, and if the Markov chain has converged then each Markov
chain and function composition will have converged. Multivariate
functions converge when all of their margins have converged by the
Cramer-Wold theorem.</p>
<p>The transformation from unconstrained space to constrained space is
just another function, so does not effect convergence.</p>
<p>Different functions may have different autocorrelations, but if th