boa.acf(boa)R Documentation

Autocorrelation Function

Description

Computes lag autocorrelations for the parameters in an MCMC sequence.

Usage

boa.acf(link, lags)

Arguments

link Matrix whose columns and rows contain the monitored parameters and the MCMC iterations, respectively. The iteration numbers and parameter names must be assigned to dimnames(link)
lags Vector of lags at which to estimate the autocorrelation function.

Value

A matrix whose columns and rows contain the estimated autocorrelation functions at the specified lags and the monitored parameters, respectively.

Author(s)

Brian J. Smith

See Also

boa.plot, boa.plot.acf, boa.print.acf


[Package boa version 1.1.5-3 Index]