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BayHap (version 1.0.1)

autocorr: Autocorrelation Function

Description

Computes lag autocorrelations for the parameters in an MCMC sequence.

Usage

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.

See Also

correl, plotACF