autocorr {coda} | R Documentation |

## Autocorrelation function for Markov chains

### Description

`autocorr`

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`

.

High autocorrelations within chains indicate slow mixing and, usually,
slow convergence. It may be useful to thin out a chain with high
autocorrelations before calculating summary statistics: a thinned
chain may contain most of the information, but take up less space in
memory. Re-running the MCMC sampler with a different parameterization
may help to reduce autocorrelation.

### Usage

autocorr(mcmc.obj, lags = c(0, 1, 5, 10, 50), relative=TRUE

### Value

A vector or array containing the autocorrelations.

### Author(s)

Martyn Plummer

### See Also

`acf`

, `autocorr.plot`

.

[Package

*coda* version 0.8-3

Index]