Nothing
##' Find the significant eigenvalues of a matrix.
##'
##' @title Tracy-Widom test
##' @param eigenvalues a numeric vector whose elements are the
##' eigenvalues of a matrix. The values should be sorted in the
##' descending order.
##' @param eigenL the number of eigenvalues.
##' @param criticalpoint a numeric value corresponding to the
##' significance level. If the significance level is 0.05, 0.01,
##' 0.005, or 0.001, the \code{criticalpoint} should be set to be \code{0.9793},
##' \code{2.0234}, \code{2.4224}, or \code{3.2724}, accordingly. The default is \code{2.0234}.
##' @return A list with class "\code{htest}" containing the following components:
##' \tabular{llll}{
##' \code{statistic} \tab \tab \tab \cr
##' \tab \tab \tab a vector of the Tracy-Widom statistics.\cr
##' \code{alternative} \tab \tab \tab \cr
##' \tab \tab \tab a character string describing the alternative hypothesis.\cr
##' \code{method} \tab \tab \tab \cr
##' \tab \tab \tab a character string indicating the type of test performed.\cr
##' \code{data.name} \tab \tab \tab \cr
##' \tab \tab \tab a character string giving the name of the data. \cr
##' \code{SigntEigenL} \tab \tab \tab \cr
##' \tab \tab \tab the number of significant eigenvalues.
##' }
##' @author Lin Wang, Wei Zhang, and Qizhai Li.
##' @references Lin Wang, Wei Zhang, and Qizhai Li. AssocTests: An R Package
##' for Genetic Association Studies. \emph{Journal of Statistical Software}.
##' 2020; 94(5): 1-26.
##' @references N Patterson, AL Price, and D Reich. Population
##' Structure and Eigenanalysis. \emph{PloS Genetics}. 2006; 2(12):
##' 2074-2093.
##' @references CA Tracy and H Widom. Level-Spacing Distributions and
##' the Airy Kernel. \emph{Communications in Mathematical
##' Physics}. 1994; 159(1): 151-174.
##' @references A Bejan. Tracy-Widom and Painleve II: Computational
##' Aspects and Realisation in S-Plus. In \emph{First Workshop of the ERCIM
##' Working Group on Computing and Statistics}. 2008, Neuchatel, Switzerland.
##' @references A Bejan. Largest eigenvalues and sample covariance matrices.
##' \emph{MSc Dissertation, the university of Warwick}. 2005. (This function
##' was written by A Bejan and publicly downloadable.)
##' @examples
##' tw(eigenvalues = c(5, 3, 1, 0), eigenL = 4, criticalpoint = 2.0234)
##' @export
tw <- function(eigenvalues, eigenL, criticalpoint=2.0234)
{
a <- deparse(substitute(eigenvalues))
dex <- which(eigenvalues <= 1e-8)
eigenvalues[dex] <- 1e-8
L1 <- rev(cumsum(rev(eigenvalues)))
L2 <- rev(cumsum(rev(eigenvalues^2)))
N <- eigenL:1
S2 <- N^2*L2/(L1^2)
v <- N*(N+2)/(S2-N) # Effective number of markers
L <- N*eigenvalues/L1
v.st <- sqrt(v-1)
N.st <- sqrt(N)
mu <- (v.st+N.st)^2/v
sig <- (v.st+N.st)/v * (1/v.st+1/N.st)^(1/3)
twstat <-(L-mu)/sig
#sink(output)
#cat("TWstat = ", twstat, '\n')
#sink()
d <- which(twstat < criticalpoint)[1]
if (length(d)==0)
{
d <- -100
}else
{
d <- d-1
}
structure(
list(statistic = c(TW = twstat),
alternative = "the eigenvalue is significant",
method = "Tracy-Widom test",
data.name = a,
SigntEigenL = d
),
.Names=c("statistic", "alternative", "method", "data.name", "SigntEigenL"),
class="htest"
)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.