targetD: Computation of the diagonal target D ('diagonal, unequal...

In SHIP: SHrinkage covariance Incorporating Prior knowledge

Description

The n x p diagonal target D is computed from the n x p data matrix. It is defined as follows (i,j=1,...,p):

tij = sii if i=j, 0 otherwise

where sij denotes the entry of the unbiased covariance matrix in row i, column j.

Usage

targetD(x, genegroups)

Arguments

x	A n x p data matrix.
genegroups	The genegroups are not used for this target.

Value

A p x p diagonal matrix.

Author(s)

Monika Jelizarow and Vincent Guillemot

References

J. Schaefer and K. Strimmer, 2005. A shrinkage approach to large-scale covariance matrix estimation and implications for functional genomics. Statist. Appl. Genet. Mol. Biol. 4:32.

See Also

targetCor, targetF, targetG, targetGstar, targetGpos.

Examples

x <- matrix(rnorm(10*30),10,30)
tar <- targetD(x,NULL)

SHIP documentation built on May 1, 2019, 8:29 p.m.