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Obtain credible sets from the posterior samples.

Usage

get_credible_sets(samples, num_signals, level = 0.95, purity = purity, R = R)

Arguments

samples

Posterior samples from posterior_samples() function.

num_signals

Number of signals.

level

Probability level, default = 0.95.

purity

Credible set purity.

R

Correlation matrix.

Value

List of credible sets.