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.

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.