ggmcmc (version 1.5.1.1)

ac: Calculate the autocorrelation of a single chain, for a specified amount of lags

Description

Calculate the autocorrelation of a single chain, for a specified amount of lags.

Usage

ac(x, nLags)

Arguments

x

Vector with a chain of simulated values.

nLags

Numerical value with the maximum number of lags to take into account.

Value

A matrix with the autocorrelations of every chain.

References

Fern<U+00E1>ndez-i-Mar<U+00ED>n, Xavier (2016) ggmcmc: Analysis of MCMC Samples and Bayesian Inference. Journal of Statistical Software, 70(9), 1-20. doi:10.18637/jss.v070.i09 Internal function used by ggs_autocorrelation.

Examples

# NOT RUN {
# Calculate the autocorrelation of a simple vector
ac(cumsum(rnorm(10))/10, nLags=4)
# }