Auto-correlation Plot for Latent Variables

Description

This function plots auto-correlation curves for latent variables.

Usage

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plotACF(S.mcmc, lags = NULL)

Arguments

S.mcmc

a matrix (or data.frame) with each row containing the posterior samples of one latent variable

lags

the maximum number of lags; the default "NULL" will result in 10*\log_{10}(N/m) where N is the number of observations and m the number of series

Details

This function uses acf function to compute the estimates of auto-correlation.

Value

No return value. A plot of auto-correlation curves.

Author(s)

Liang Jing ljing918@gmail.com

Examples

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## Not run: 
plotACF(res.m$S.posterior)

## End(Not run)

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