ac {ggmcmc}

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

Fernández-i-Marín, 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

# Calculate the autocorrelation of a simple vector
ac(cumsum(rnorm(10))/10, nLags=4)