This function plots the autocorrelation of the Gibbs samples. The plots
include the total Gibbs sample size TSS and the effective sample size
ESS, see the details.
plot_acf(gibbs_samples, par_labels)No return value. Draws a plot to the current device.
A matrix of Gibbs samples.
A character vector with labels for the Gibbs samples, of length equal to the
number of columns of gibbs_samples.
The effective sample size is the value
$$TSS / \sqrt{1 + 2\sum_{k\geq 1} \rho_k}$$,
where \(\rho_k\) is the auto correlation between the chain offset by
\(k\) positions. The auto correlations are estimated via
spec.ar.