summat: Summarise a matrix from posterior samples

In poworoznek/infinitefactor: Bayesian Infinite Factor Models

Description

Provide a summary matrix from a list of matrix-valued parameter samples, returning the mean value for each element with 0 not included in its quantile-based posterior credible interval, and 0 for each element for which 0 is included in its posterior CI.

Usage

summat(list, alpha = 0.05)

Arguments

list	list of matrix valued parameter samples of the same dimensions
alpha	type I error probability

Value

a matrix

Author(s)

Evan Poworoznek

See Also

lmean

Examples

list = replicate(1000, matrix(rnorm(100), ncol = 10) + 
                 10*diag(10), simplify = FALSE)
lmean(list)
summat(list)
plotmat(summat(list))

poworoznek/infinitefactor documentation built on April 7, 2020, 1:10 p.m.