bootcorSE_calc: Calculate bootstrap SE for the Fisher z-scores of...

In CorShrink: Adaptive Shrinkage of Correlation and Covariance Matrices

Description

computes the bootstrap SE of the Fisher z-scores to be used in CorShrink-ML or CorShrink-VEM.

Usage

bootcorSE_calc(data, nboot = 50, cor_method, thresh_up = 0.999,
  thresh_down = 0.001, verbose = TRUE)

Arguments

data	The samples by features data matrix.
nboot	The number of bootstrap samples.
cor_method	The method of correlation used. May be "pearson", "spearman" or "kendall" depending on the type of correlation to be used by the user.
thresh_up	The upward threshold for correlations
thresh_down	The downward threshold for correlations.
verbose	To print the status of Bootstrap runs

Value

Returns standard errors for fisher z-scores for the correlations.

Examples

data("sample_by_feature_data")
zscoreSDmat <- bootcorSE_calc(sample_by_feature_data, verbose = FALSE)

CorShrink documentation built on July 13, 2018, 1 a.m.