ExtendMatrix | R Documentation |
Calculates the extended covariance matrix estimation as described in Marroig et al. 2012
ExtendMatrix(cov.matrix, var.cut.off = 1e-04, ret.dim = NULL)
cov.matrix |
Covariance matrix |
var.cut.off |
Cut off for second derivative variance. Ignored if ret.dim is passed. |
ret.dim |
Number of retained eigenvalues |
Extended covariance matrix and second derivative variance
Covariance matrix being extended should be larger then 10x10
Diogo Melo
Marroig, G., Melo, D. A. R., and Garcia, G. (2012). Modularity, noise, and natural selection. Evolution; international journal of organic evolution, 66(5), 1506-24. doi:10.1111/j.1558-5646.2011.01555.x
cov.matrix = RandomMatrix(11, 1, 1, 100)
ext.matrix = ExtendMatrix(cov.matrix, var.cut.off = 1e-6)
ext.matrix = ExtendMatrix(cov.matrix, ret.dim = 6)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.