bigCrosscorr

When MCMC output has hundreds of monitored nodes, the full cross-correlation matrix produced by <code>cor</code> is of little use. <code>bigCrossCorr</code> extracts and reports only those values greater than a given threshold.

Implements a class ('mcmcOutput') for efficiently storing and handling Markov chain Monte Carlo (MCMC) output, intended as an aid for those writing customized MCMC samplers. A range of constructor methods are provided covering common output formats. Functions are provided to generate summary and diagnostic statistics and to display histograms or density plots of posterior distributions, for the entire output, or subsets of draws, nodes, or parameters.

Ngumbang Juat

mcmcOutput

Functions to Store, Manipulate and Display Markov Chain Monte
Carlo (MCMC) Output

Mike Meredith

John Kruschke

bigCrosscorr function

<dl> <dt>x</dt>
<dd>an object of any class with MCMC output that can be coerced to class <code>mcmcOutput</code>.</dd> <dt>big</dt>
<dd>only values below -big or above +big will be returned</dd> <dt>digits</dt>
<dd>the number of decimal places to return</dd></dl>

Arguments

Author

Cross-correlations for MCMC output — bigCrosscorr

<dl>

 <dt>x</dt>
<dd>an object of any class with MCMC output that can be coerced to class <code>mcmcOutput</code>.</dd>

 <dt>big</dt>
<dd>only values below -big or above +big will be returned</dd>

 <dt>digits</dt>
<dd>the number of decimal places to return</dd>

</dl>

bigCrosscorr: Cross-correlations for MCMC output

Description

Usage

Value

Arguments

Author

See Also