Potential scale reduction factor ($\hat{R}$)

The potential scale reduction factor compares variation within simulated chains to a variance estimate also incorporating differences between chains. In its classical form, $\hat{R}=\sqrt{\hat{V}/W}$, where $W$ is the average within-chain sample variance. Values appreciably above one indicate disagreement; values close to one do not prove convergence. Splitting chains helps expose changes over time, and modern rank-based variants improve robustness.^[ref]