Description Usage Arguments Details Value Author(s) See Also Examples
Calculates the sample covariance matrix, just as the function cov()
but returning a dspMatrix-class
object which efficiently
stores such a dense symmetric matrix.
1 |
X |
data set from where to calculate the sample covariance matrix.
As the |
corrected |
flag set to |
This function makes the same calculation as the cov
function
but returns a sample covariance matrix stored in the space-efficient class
dspMatrix-class
and, moreover, allows one for calculating
the uncorrected sum of squares and deviations which equals
(n-1) * cov()
.
A sample covariance matrix stored as a dspMatrix-class
object.
See the Matrix
package for full details on this object class.
R. Castelo
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 | require(graph)
require(mvtnorm)
nVar <- 50 ## number of variables
nObs <- 10 ## number of observations to simulate
set.seed(123)
g <- randomEGraph(as.character(1:nVar), p=0.15)
Sigma <- qpG2Sigma(g, rho=0.5)
X <- rmvnorm(nObs, sigma=as.matrix(Sigma))
S <- qpCov(X)
## estimate Pearson correlation coefficients by scaling the sample covariance matrix
R <- cov2cor(as(S, "matrix"))
## get the corresponding boolean adjacency matrix
A <- as(g, "matrix") == 1
## Pearson correlation coefficients of the present edges
summary(abs(R[upper.tri(R) & A]))
## Pearson correlation coefficients of the missing edges
summary(abs(R[upper.tri(R) & !A]))
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