Plot autocorrelation function

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Description

This function calculates and plots the autocorrelation function of a variable.

Usage

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samplesAutoC(node, chain, beg = samplesGetBeg(), 
    end = samplesGetEnd(), thin = samplesGetThin(), plot = TRUE,
    mfrow = c(3, 2), ask = NULL, ann = TRUE, ...)

Arguments

node

Character vector of length 1, name of a variable in the model.

chain

Selects a chain to plot autocorrelation function for.

beg, end

Arguments to select a slice of monitored values corresponding to iterations beg:end.

thin

To only use every thin-th value of the stored sample for statistics.

plot

Logical, whether to plot the ACF or only return the values. If TRUE, values are returned invisibly.

mfrow, ask, ann

Graphical parameters, see par for details. ask defaults to TRUE unless it is plotting into an already opened non-interactive device. The ann parameter is not available in S-PLUS, and will be ignored if it is set.

...

Further graphical parameters as in par may also be passed as arguments to plotAutoC.

Details

If the variable of interest is an array, slices of the array can be selected using the notation variable[lower0:upper0, lower1:upper1, ...]. A star ‘*’ can be entered as shorthand for all the stored samples.

If the arguments are left at their defaults the whole sample for all chains will be used for calculation.

Value

A list containing acf objects - one for each scalar variable contained in argument node. See acf for details on the list elements.

Note

If the MCMC simulation has an adaptive phase it will not be possible to make inference using values sampled before the end of this phase.

See Also

plotAutoC, acf, BRugs, help.WinBUGS

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