# CorMat_mcmc_summary: Compute quantiles for the correlation matrix. In fabMix: Overfitting Bayesian Mixtures of Factor Analyzers with Parsimonious Covariance and Unknown Number of Components

## Description

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

## Usage

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

## Author(s)

Panagiotis Papastamoulis

fabMix documentation built on Feb. 20, 2020, 1:09 a.m.