samples.autoC: Plot autocorrelation function

In BRugs: Interface to the 'OpenBUGS' MCMC Software

Plot autocorrelation function

Description

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

Usage

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

BRugs documentation built on May 29, 2024, 9:38 a.m.