R: Cross correlations for MCMC output

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 0.19-1 Index]