covEB: Empirical Bayes estimate of block diagonal covariance matrices

Using bayesian methods to estimate correlation matrices assuming that they can be written and estimated as block diagonal matrices. These block diagonal matrices are determined using shrinkage parameters that values below this parameter to zero.

Author
C. Pacini
Date of publication
None
Maintainer
C. Pacini <clarepacini@gmail.com>
License
GPL-3
Version
1.0.0

View on Bioconductor

Man pages

covEB
Empirical Bayes estimate of block diagonal correlation matrix
covEB-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("covEB")}
EBsingle
Empirical Bayes estimate of block diagonal correlation matrix

Files in this package

covEB/DESCRIPTION
covEB/NAMESPACE
covEB/R
covEB/R/EBsingle.R
covEB/R/covEB-internal.R
covEB/R/covEB.R
covEB/build
covEB/build/partial.rdb
covEB/build/vignette.rds
covEB/inst
covEB/inst/doc
covEB/inst/doc/covEB.R
covEB/inst/doc/covEB.Rnw
covEB/inst/doc/covEB.pdf
covEB/man
covEB/man/EBsingle.Rd
covEB/man/covEB-package.Rd
covEB/man/covEB.Rd
covEB/vignettes
covEB/vignettes/covEB.Rnw