crosscorr

0th

Percentile

Cross correlations for MCMC output

crosscorr calculates cross-correlations between variables in Markov Chain Monte Carlo output. If x is an mcmc.list then all chains in x are combined before calculating the correlation.

Keywords
multivariate, array
Usage
crosscorr(x)
Arguments
x
an mcmc or mcmc.list object.
Value

  • A matrix or 3-d array containing the correlations.

See Also

crosscorr.plot, autocorr.

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

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