Transforms posterior distribution of covariances into correlations

Description

Transforms posterior distribution of covariances into correlations

Usage

posterior.cor(x)

Arguments

Value

posterior correlation matrices

Author(s)

Jarrod Hadfield j.hadfield@ed.ac.uk

See Also

posterior.evals, posterior.inverse, posterior.ante

Examples

v<-rIW(diag(2),3, n=1000)
hist(posterior.cor(mcmc(v))[,2])

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> library(MCMCglmm)
Loading required package: Matrix
Loading required package: coda
Loading required package: ape
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/MCMCglmm/posterior.cor.Rd_%03d_medium.png", width=480, height=480)
> ### Name: posterior.cor
> ### Title: Transforms posterior distribution of covariances into
> ###   correlations
> ### Aliases: posterior.cor
> ### Keywords: distribution
> 
> ### ** Examples
> 
> v<-rIW(diag(2),3, n=1000)
> hist(posterior.cor(mcmc(v))[,2])
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>