Cross correlations for MCMC output

Usage

crosscorr(x, combine.chains = FALSE)

Arguments

x an mcmc object.

Description

crosscorr calculates cross-correlations between variables in Markov Chain Monte Carlo output. By default, separate correlations are produced for each chain in x, but if combine.chains = TRUE, all chains in x are combined before calculating the correlation.

Value

A matrix or 3-d array containing the correlations.

See Also

autocorr

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