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# Function to extract the biggest cross-correlations from an mcmc or mcmc.list object
bigCrossCorr <- function(x, big = 0.6, digits=3) {
# Function to extract the biggest cross-correlations
# from an mcmc or mcmc.list object.
#
# x : an mcmc or mcmc.list object as returned by rjags::jags or jagsUI::jags.samples
# big : only values outside the range -big to +big will be returned
# digits : number of digits to return.
#
# Returns a data frame with 3 columns, for the names of the two parameters and
# the correlation coefficient.
# See ?coda::crosscorr for details
#
# Mike Meredith, 1 Jan 2017
if(!inherits(x, c("mcmc", "mcmc.list")))
stop("'x' must be an 'mcmc' or 'mcmc.list' object.")
xcor <- coda::crosscorr(x)
xcor[lower.tri(xcor, diag=TRUE)] <- 0
BIG <- which(abs(xcor) > big, arr.ind=TRUE)
nms <- rownames(xcor)
return(data.frame(par1=nms[BIG[, 1]], par2=nms[BIG[, 2]],
corr=round(diag(xcor[BIG[, 1], BIG[, 2]]), digits)))
}
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