plot_acf function

Autocorrelation plot of Gibbs samples

This function plots the autocorrelation of the Gibbs samples. The plots include the total Gibbs sample size TSS and the effective sample size ESS, see the details.

plot_acf(gibbs_samples, par_labels)

Arguments

• gibbs_samples: A matrix of Gibbs samples.
• par_labels: A character vector with labels for the Gibbs samples, of length equal to the number of columns of gibbs_samples.

Returns

No return value. Draws a plot to the current device.

Details

The effective sample size is the value

, where $\rho_k$ is the auto correlation between the chain offset by $k$ positions. The auto correlations are estimated via spec.ar.