autocorr: Autocorrelation Function

Description Usage Arguments Value Author(s) See Also

Description

Computes lag autocorrelations for the parameters in an MCMC sequence.

Usage

1
autocorr(x, lag, keep.rares.autocorr = FALSE)

Arguments

x

An object of class reg or freq.

lag

Numerical vector of lags where autocorrelation must be estimated.

keep.rares.autocorr

Logical TRUE or FALSE indicating whether autocorrelation for rares category must be shown or not.

Value

A matrix whose columns and rows contain the estimated autocorrelation functions at the specified lags and the monitored parameters, respectively.

Author(s)

Original version by Brian J. Smith in package Boa.

Adapted version by Raquel Iniesta riniesta@pssjd.org

See Also

correl, plotACF


BayHap documentation built on May 2, 2019, 12:44 a.m.