plot.macf: Plots individual autocorrelation functions for many-valued...

In Boom: Bayesian Object Oriented Modeling

Plots individual autocorrelation functions for many-valued time series

Description

Produces individual autocorrelation functions for many-valued time series such as those produced by highly multivariate MCMC output. Cross-correlations such as those produced by acf are not shown.

Usage

PlotMacf(x, lag.max = 40, gap = 0.5, main = NULL, boxes = TRUE,
         xlab = "lag", ylab = "ACF", type = "h")

Arguments

x	matrix or 3-way array of MCMC output (or other time series). The first dimension represents discrete time.
lag.max	maximum lag to use when computing ACF's.
gap	non-negative scalar. gap between plots
main	character. main title for the plot
boxes	logical. Should boxes be drawn around the plots
xlab	character label for horizontal axis.
ylab	character label for vertical axis.
type	type of line plot to show. Defaults to "h". See plot.default for other options.

Value

Called for its side effect

Author(s)

Steven L. Scott

See Also

acf, plot.many.ts.

Examples

x <- matrix(rnorm(1000), ncol=10)
PlotMacf(x)

Boom documentation built on May 29, 2024, 5:08 a.m.