Control Inverse matrix noise with Extension

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Description

Calculates the extented covariance matrix estimation as described in Marroig et al. 2012

Usage

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ExtendMatrix(cov.matrix, var.cut.off = 1e-04, ret.dim = NULL)

Arguments

cov.matrix

Covariance matrix

var.cut.off

Cut off for second derivative variance. Ignored if ret.dim is passed.

ret.dim

Number of retained eigen values

Value

Extended covariance matrix and second derivative variance

Note

Covariance matrix being extended should be larger then 10x10

Author(s)

Diogo Melo

References

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

Examples

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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)

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