R: Plot autocorrelation function

samplesAutoC {BRugs}

R Documentation

Plot autocorrelation function

Description

This function calculates and plots the autocorrelation function of a variable.

Usage

samplesAutoC(node, chain, beg = samplesGetBeg(), 
    end = samplesGetEnd(), thin = samplesGetThin(), plot = TRUE,
    mfrow = c(3, 2), ask = NULL, ann = TRUE, ...)

Arguments

`node`	Character vector of length 1, name of a variable in the model.
`chain`	Selects a chain to plot autocorrelation function for.
`beg`, `end`	Arguments to select a slice of monitored values corresponding to iterations `beg:end`.
`thin`	To only use every `thin`-th value of the stored sample for statistics.
`plot`	Logical, whether to plot the ACF or only return the values. If `TRUE`, values are returned invisibly.
`mfrow`, `ask`, `ann`	Graphical parameters, see `par` for details. `ask` defaults to `TRUE` unless it is plotting into an already opened non-interactive device. The `ann` parameter is not available in S-PLUS, and will be ignored if it is set.
`...`	Further graphical parameters as in `par` may also be passed as arguments to `plotAutoC`.

Details

If the variable of interest is an array, slices of the array can be selected using the notation variable[lower0:upper0, lower1:upper1, ...]. A star ‘*’ can be entered as shorthand for all the stored samples.

If the arguments are left at their defaults the whole sample for all chains will be used for calculation.

Value

A list containing acf objects - one for each scalar variable contained in argument node. See acf for details on the list elements.

Note

If the MCMC simulation has an adaptive phase it will not be possible to make inference using values sampled before the end of this phase.