ccov: ccov

In cpgen: Parallelized Genomic Prediction and GWAS

Description

Computation of covariance- or correlation-matrix. Shrinkage estimate through the use of 'lambda'. Weights for observations can be passed.

Usage

ccov(X,lambda=0, w=NULL, compute_cor=FALSE)	

Arguments

X	matrix
lambda	numeric scalar, shrinkage parameter
w	numeric vector of weights with same lengths as rows in X
compute_cor	boolean - defines whether the functions returns a correlation- rather than a covariance matrix

Value

Covariance matrix with dimension ncol(X)

Examples

## Not run: 
# generate random data
rand_data(500,5000)

# compute correlation matrix of t(M)
corM <- ccov(t(M),compute_cor=T)

## End(Not run)

cpgen documentation built on May 2, 2019, 8:15 a.m.