# autocorr.diag

From coda v0.17-1
by Martyn Plummer

##### Autocorrelation function for Markov chains

`autocorr.diag`

calculates the autocorrelation function for the
Markov chain `mcmc.obj`

at the lags given by `lags`

.
The lag values are taken to be relative to the thinning interval
if `relative=TRUE`

. Unlike `autocorr`

, if `mcmc.obj`

has many parmeters it only computes the autocorrelations with itself and
not the cross correlations. In cases where `autocorr`

would
return a matrix, this function returns the diagonal of the matrix.
Hence it is more useful for chains with many parameters, but may not
be as helpful at spotting parameters.

If `mcmc.obj`

is of class `mcmc.list`

then the returned
vector is the average autocorrelation across all chains.

- Keywords
- ts

##### Usage

`autocorr.diag(mcmc.obj, ...)`

##### Arguments

- mcmc.obj
- an object of class
`mcmc`

or`mcmc.list`

- ...
- optional arguments to be passed to
`autocorr`

##### Value

- A vector containing the autocorrelations.

##### See Also

*Documentation reproduced from package coda, version 0.17-1, License: GPL (>= 2)*

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