autocorr(mcmc.obj, lags = c(1, 5, 10, 50) * thin(x)
autocorr
calculates the autocorrelation function for the
Markov chain mcmc.obj
at the lags given by lags
.
The lag values are absolute, not relative to the thinning
interval, so they should be a multiple of thin(x).
High autocorrelations within chains indicate slow mixing and, usually, slow convergence. It may be useful to thin out a chain with high autocorrelations before calculating summary statistics: a thinned chain may contain most of the information, but take up less space in memory. Re-running the MCMC sampler with a different parameterization may help to reduce autocorrelation.
acf
, autocorr.plot