bigCrossCorr {AHMbook}R Documentation

Cross correlations for MCMC output

Description

A wrapper for coda::crosscorr, which calculates cross-correlations between posterior draws of parameters in Markov chain Monte Carlo output. When the output has hundreds of parameters, the matrix produced by crosscorr is unwieldy, and bigCrossCorr extracts only those greater than a given threshold.

Usage

bigCrossCorr(x, big = 0.6, digits = 3)

Arguments

x

an mcmc or mcmc.list object.

big

only values below -big or above +big will be returned

digits

the number of decimal places to return

Value

A data frame with 2 columns for the names of parameters and a 3rd column with the cross-correlation.

Author(s)

Mike Meredith

See Also

crosscorr in package coda.


[Package AHMbook version 0.2.3 Index]