zshrink: Shrinks Fisher-z transformed correlation estimates and...

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zshrinkR Documentation

Shrinks Fisher-z transformed correlation estimates and returns resulting correlation estimates.

Description

This function is a wrapper for adaptive shrinkage (Stephens, 2017) on the Fisher-z transformed estimates of the Pearson correlation. This approach was proposed in Dey and Stephens (2018) but is re-implemented here for now since the CorShrink package is not available on CRAN.

Usage

zshrink(zmat, smat, ...)

Arguments

zmat

The matrix of Fisher-z transformed correlation estimates.

smat

The matrix of standard errors of the Fisher-z transformed correlation estimates.

...

Additional arguments to pass to ash().

Value

A matrix of correlation estimates. These are posterior means of the correlation estimates after applying the CorShrink method (Dey and Stephens, 2018).

Author(s)

David Gerard

References

  • Stephens, Matthew. "False discovery rates: a new deal." Biostatistics 18, no. 2 (2017): 275-294.

  • Dey, Kushal K., and Matthew Stephens. "CorShrink: Empirical Bayes shrinkage estimation of correlations, with applications." bioRxiv (2018): 368316.


ldsep documentation built on Oct. 19, 2022, 1:08 a.m.