Boom (version 0.9.15)

plot.macf: 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")

Value

Called for its side effect

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.

Author

Steven L. Scott

See Also

acf, plot.many.ts.

Examples

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