Description Usage Arguments Value Author(s) Examples
meanStdGMCMC
mean standardizes the posterior distribution of a
variance matrix (e.g. a G-matrix)
1 | meanStdGMCMC(G_mcmc, means_mcmc)
|
G_mcmc |
A posterior distribution of a variance matrix in the form of a
table. Each row in the table must be one iteration of the posterior
distribution (or bootstrap distribution). Each iteration of the matrix must
be on the form as given by |
means_mcmc |
A posterior distribution of a vector of means in the form
of a table. Each row in the table must be one iteration of the posterior
distribution (or bootstrap distribution). A posterior distribution of a
mean vector in the slot |
The posterior distribution of a mean standardized variance matrix.
Geir H. Bolstad
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | # Simulating a posterior distribution
# (or bootstrap distribution) of a G-matrix:
G <- matrix(c(1, 1, 0, 1, 4, 1, 0, 1, 2), ncol = 3)
G_mcmc <- sapply(c(G), function(x) rnorm(10, x, 0.01))
G_mcmc <- t(apply(G_mcmc, 1, function(x) {
G <- matrix(x, ncol = sqrt(length(x)))
G[lower.tri(G)] <- t(G)[lower.tri(G)]
c(G)
}))
# Simulating a posterior distribution
# (or bootstrap distribution) of trait means:
means <- c(1, 1.4, 2.1)
means_mcmc <- sapply(means, function(x) rnorm(10, x, 0.01))
# Mean standardizing the G-matrix:
meanStdGMCMC(G_mcmc, means_mcmc)
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