CorMat_mcmc_summary {fabMix}

Compute quantiles for the correlation matrix.

Description

Compute quantiles for the correlation matrix per cluster based on the MCMC output stored in a fabMix.object.

Usage

CorMat_mcmc_summary(x, quantile_probs)

Arguments

x

An object of class fabMix.object.

quantile_probs

Vector of probabilities for computing the corresponding quantiles.

Value

quantiles

A list containing the quantiles for the correlation matrix per component. Each element is a p\times p \times K array, where p and K denote the dimension of the multivariate data and number of alive components for the selected model, respectively.

p_matrix

A p\times p\times K array, where for each k = 1,\ldots,K the p\times p matrix p_matrix[,,k] contains the posterior probability 1-2|0.5-P(\rho_{ij} > 0)| for i=1,\ldots,p; j=1,\ldots,p.

Author(s)

Panagiotis Papastamoulis