mcmcplots (version 0.2)

autplot1: Autocorrelation Plot of MCMC Output

Description

Creates an autocorrelation or partial autocorrelation plot of MCMC output. The code for autplot1 is modified from the autocorr.plot function in the coda package.

Usage

autplot1(x, chain = 1, lag.max = NULL, partial = FALSE, col = mcmcplotsPalette(1), style = c("gray", "plain"), ...)

Arguments

x

an mcmc.list object with a single variable.

chain

the number of the parallel chain for plotting. The default is to use the first parallel chain.

lag.max

passed as an argument to the autocorrelation function acf.

partial

logical indicating whether paritial autocorrelation should be plotted.

col

color of the bars in the plot.

style

if "gray", then the plotting region is printed with a gray background, otherwise the default plotting region is used.

...

further arguments passed to the plotting function.

Value

• Creates a plot.

Details

None.

References

None.

See Also

acf, autocorr.plot

Examples

## Create fake MCMC output
nc <- 10; nr <- 1000
pnames <- c(paste("alpha[", 1:5, "]", sep=""), paste("gamma[", 1:5, "]", sep=""))
means <- rpois(10, 20)
fakemcmc <- as.mcmc.list(lapply(1:3, function(i) mcmc(matrix(rnorm(nc*nr, rep(means,each=nr)), nrow=nr, dimnames=list(NULL,pnames)))))

autplot1(fakemcmc[, "alpha[1]", drop=FALSE])
autplot1(fakemcmc[, "alpha[1]", drop=FALSE], chain=2, style="plain")