Takes as input either the Sigma covariance matrix, if the user has learned the factor covariance, or the Omega covariance matrix, if the user has learned the loading covariance, as well as a vector of dimension names. Returns a correlation matrix with correlations between the dimensions.
dim_corr(cov_array, dim_names = NULL)A data frame containing the correlation matrix derived from t input covariance array, with rows and columns labeled according to dim_names (if provided). Each cell represents the correlation between the corresponding dimensions.
An array of dimension (d x d x nsamp/thin) containing posterior samples of the relevant covariance matrix.
Vector of dimension names.