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crosscorr

Cross correlations for MCMC output

Description

crosscorr calculates cross-correlations between variables in Markov Chain Monte Carlo output. If x is an mcmc.list then all chains in x are combined before calculating the correlation.

Usage

crosscorr(x)

Arguments

x

an mcmc or mcmc.list object.

Value

A matrix or 3-d array containing the correlations.

See Also

coda

Output Analysis and Diagnostics for MCMC

v0.19-4
GPL (>= 2)
Authors
Martyn Plummer [aut, cre, trl], Nicky Best [aut], Kate Cowles [aut], Karen Vines [aut], Deepayan Sarkar [aut], Douglas Bates [aut], Russell Almond [aut], Arni Magnusson [aut]
Initial release
2020-09-30

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