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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