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.
bigCrossCorr(x, big = 0.6, digits = 3)an mcmc or mcmc.list object.
only values below -big or above +big will be returned
the number of decimal places to return
A data frame with 2 columns for the names of parameters and a 3rd column with the cross-correlation.
crosscorr in package coda.