crosscorr {coda}R Documentation

Cross correlations for MCMC output

Description

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.

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.


[Package coda version 0.8-3 Index]