Description Usage Arguments Value Author(s) See Also

`autocorr.diag`

calculates the autocorrelation function for the
Markov chain `mcmc.obj`

at the lags given by `lags`

.
The lag values are taken to be relative to the thinning interval
if `relative=TRUE`

. Unlike `autocorr`

, if `mcmc.obj`

has many parmeters it only computes the autocorrelations with itself and
not the cross correlations. In cases where `autocorr`

would
return a matrix, this function returns the diagonal of the matrix.
Hence it is more useful for chains with many parameters, but may not
be as helpful at spotting parameters.

If `mcmc.obj`

is of class `mcmc.list`

then the returned
vector is the average autocorrelation across all chains.

1 | ```
autocorr.diag(mcmc.obj, ...)
``` |

`mcmc.obj` |
an object of class |

`...` |
optional arguments to be passed to |

A vector containing the autocorrelations.

Russell Almond

coda documentation built on July 5, 2019, 5:03 p.m.

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