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BRugs (version 0.8-2)

samplesCorrel: Correlation

Description

This function calculates the correlation matrix between two vectors of variables.

Usage

samplesCorrel(node0, node1, beg = samplesGetBeg(), 
    end = samplesGetEnd(), firstChain = samplesGetFirstChain(), 
    lastChain = samplesGetLastChain(), thin = samplesGetThin())

Arguments

node0, node1
Character vectors of length 1, name of variables in the model.
beg, end
Arguments to select a slice of monitored values corresponding to iterations beg:end.
firstChain, lastChain
Arguments to select a sub group of chains to calculate correlation(s) for.
thin
to only use every thin-th value of the stored sample for statistics.

Value

  • Correlation matrix.

Details

If the variable of interest is an array, slices of the array can be selected using the notation variable[lower0:upper0, lower1:upper1, ...]. If the arguments are left at their defaults the whole sample for all chains will be used for calculation.

See Also

BRugs, help.WinBUGS