CovMat_mcmc_summary {fabMix}

Compute quantiles for the covariance matrix.

Description

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

Usage

CovMat_mcmc_summary(x, quantile_probs)

Arguments

x

An object of class fabMix.object.

quantile_probs

Vector of probabilities for computing the corresponding quantiles.

Value

A list containing the quantiles for the covariance 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.

Author(s)

Panagiotis Papastamoulis