Compute quantiles for the correlation matrix per cluster based on the MCMC output stored in a fabMix.object.
CorMat_mcmc_summary(x, quantile_probs)
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.
A \(p\times p\times K\) array, where for each \(k = 1,\ldots,K\) the \(p\times p\) matrix p_matrix[,,k] contains the posterior probability \(1-2|0.5-P(\rho_{ij} > 0)|\) for \(i=1,\ldots,p\); \(j=1,\ldots,p\).
An object of class fabMix.object.
Vector of probabilities for computing the corresponding quantiles.
Panagiotis Papastamoulis