boa.acf

Computes lag autocorrelations for the parameters in an MCMC sequence.

univar

A menu-driven program and library of functions for carrying out
convergence diagnostics and statistical and graphical analysis of Markov
chain Monte Carlo sampling output.

Brian Smith

Bayesian Output Analysis Program (BOA) for MCMC

Brian J. Smith

boa.acf function

<dl> <dt>link</dt>
<dd>Matrix whose columns and rows contain the monitored parameters
 and the MCMC iterations, respectively. The iteration numbers and parameter
 names must be assigned to <code>dimnames(link)</code></dd> <dt>lags</dt>
<dd>Vector of lags at which to estimate the autocorrelation function.</dd></dl>

Arguments

Author

Autocorrelation Function — boa.acf

<dl>

 <dt>link</dt>
<dd>Matrix whose columns and rows contain the monitored parameters
 and the MCMC iterations, respectively. The iteration numbers and parameter
 names must be assigned to <code>dimnames(link)</code></dd>

 <dt>lags</dt>
<dd>Vector of lags at which to estimate the autocorrelation function.</dd>

</dl>

boa.acf: Autocorrelation Function

Description

Usage

Value

Arguments

Author

See Also