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                        rhat_all_params fails when ony 1 chain is given
So chain = [a chain] and then chains = [chain], and then rhat_all_params(chains) doesn't seem to work.
In addition, there seems to be a lot of reordering going on in these methods. Is this just doing a transpose @ben18785 ? Perhaps we can have a look together some time and stick some good matrix functions in here (will speed things up too)
(If it's not meant to work that's fine too, but should probably give a nicer error message)