Cross correlations for MCMC output

Usage

crosscorr(x)

Arguments

x an mcmc or mcmc.list object.

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.

Value

A matrix or 3-d array containing the correlations.

See Also

crosscorr.plot, autocorr

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