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.
autocorr.diag(mcmc.obj, ...)mcmc or mcmc.listautocorrautocorr, acf, autocorr.plot.