cuqi.samples.Samples.plot_autocorrelation

Samples.plot_autocorrelation(variable_indices=None, max_lag=None, combined=True, **kwargs)

Plot the autocorrelation function of one or more variables in a single chain.

Parameters:

• variable_indices (list, optional) – List of variable indices to plot the autocorrelation for. If no input is given and less than 5 variables exist all are plotted and with more 5 are randomly chosen.

• max_lag (int, optional) – Maximum lag to calculate autocorrelation. Defaults to 100 or number of samples, whichever is smaller.

• combined (bool, default=True) – Flag for combining multiple chains into a single chain. If False, chains will be plotted separately. Note multiple chains are not fully supported yet.

• tool. (Any remaining keyword arguments will be passed to the arviz plotting)

• https (See)

Returns:

axes

Return type:

matplotlib axes or bokeh figures