Online material by Aki Vehtari
Bayesian R2 and Bayesian LOO-R2. Online appendix for Gelman, Goodrich, Gabry, and Vehtari (2018). R-squared for Bayesian regression models. The American Statistician, doi:10.1080/00031305.2018.1549100. Online
R-hat convergence diagnostic and effective sample size. Online appendix for Vehtari, Gelman, Simpson, Carpenter, and Bürkner (2019). Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC. arXiv preprint arXiv:1903.08008.