Summarize Hyperparameters for Bayesian Multivariate Linear Model

This function summarizes the hyperparameters (covariance matrix elements) from the posterior simulations.

Usage

summarize_hyperparameters(Sigma_sims)

Arguments

Sigma_sims

A 3D array containing the posterior simulations of the covariance matrix.

Value

A summary of the hyperparameters (mean, sd, quantiles) for each element of the covariance matrix.

Author

Joaquín Martínez-Minaya jmarmin@eio.upv.es