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### shrink.internal.R (2008-12-01)
###
### Non-public functions used in the covariance shrinkage estimator
###
###
### Copyright 2005-08 Korbinian Strimmer
###
### This file is part of the `corpcor' library for R and related languages.
### It is made available under the terms of the GNU General Public
### License, version 3, or at your option, any later version,
### incorporated herein by reference.
###
### This program is distributed in the hope that it will be
### useful, but WITHOUT ANY WARRANTY; without even the implied
### warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
### PURPOSE. See the GNU General Public License for more
### details.
###
### You should have received a copy of the GNU General Public
### License along with this program; if not, write to the Free
### Software Foundation, Inc., 59 Temple Place - Suite 330, Boston,
### MA 02111-1307, USA
# make sure we have weights that sum up to one
pvt.check.w = function(w, n)
{
if (missing(w))
{
w = rep(1/n, n) # equal weights
}
else
{
if (length(w) != n)
{
stop("Weight vector has incompatible length", call. = FALSE)
}
sw = sum(w)
if (sw != 1)
w = w/sw # make weights sum up to 1
}
return(w)
}
# print function
print.shrinkage = function(x, ...)
{
attr(x, "class") = NULL
lambda = attr(x, "lambda")
lambda.estimated = attr(x, "lambda.estimated")
attr(x, "lambda") = NULL
attr(x, "lambda.estimated") = NULL
lambda.var = attr(x, "lambda.var")
lambda.var.estimated = attr(x, "lambda.var.estimated")
attr(x, "lambda.var") = NULL
attr(x, "lambda.var.estimated") = NULL
spv = attr(x, "spv")
attr(x, "spv") = NULL
NextMethod("print", x, quote = FALSE, right = TRUE)
cat("\n")
if (!is.null(lambda.estimated))
{
if (lambda.estimated)
le = "(estimated)"
else
le = "(specified)"
cat(paste("Shrinkage intensity lambda (correlation matrix):", round(lambda,4), le, "\n"))
}
if (!is.null(lambda.var.estimated))
{
if (lambda.var.estimated)
lve = "(estimated)"
else
lve = "(specified)"
cat(paste("Shrinkage intensity lambda.var (variance vector):", round(lambda.var, 4), lve, "\n"))
}
if (!is.null(spv))
{
cat("Standardized partial variances (i.e. PVAR/VAR) are attached (attribute \"spv\").\n")
}
}
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