Boom: plot.macf – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

plot.macf

Plots individual autocorrelation functions for many-valued time series

Description

Produces individual autocorrelation functions for many-valued time series such as those produced by highly multivariate MCMC output. Cross-correlations such as those produced by acf are not shown.

Usage

PlotMacf(x, lag.max = 40, gap = 0.5, main = NULL, boxes = TRUE,
         xlab = "lag", ylab = "ACF", type = "h")

Arguments

`x`	matrix or 3-way array of MCMC output (or other time series). The first dimension represents discrete time.
`lag.max`	maximum lag to use when computing ACF's.
`gap`	non-negative scalar. gap between plots
`main`	character. main title for the plot
`boxes`	logical. Should boxes be drawn around the plots
`xlab`	character label for horizontal axis.
`ylab`	character label for vertical axis.
`type`	type of line plot to show. Defaults to "h". See `plot.default` for other options.

Value

Called for its side effect

Author(s)

Steven L. Scott

Examples

x <- matrix(rnorm(1000), ncol=10)
PlotMacf(x)

Boom

Bayesian Object Oriented Modeling

v0.9.7

LGPL-2.1 | file LICENSE

Authors

Steven L. Scott is the sole author and creator of the BOOM project. Some code in the BOOM libraries has been modified from other open source projects. These include Cephes (obtained from Netlib, written by Stephen L. Moshier), NEWUOA (M.J.D Powell, obtained from Powell's web site), and a modified version of the R math libraries (R core development team). Original copyright notices have been maintained in all source files. In these cases, copyright claimed by Steven L. Scott is limited to modifications made to the original code. Google claims copyright for code written while Steven L. Scott was employed at Google from 2008 - 2018, but BOOM is not an officially supported Google project.

Initial release

2021-02-15