View source: R/MultiLambdaCVfun.R
SigmaFromBlocks | R Documentation |
Creates penalized sample cross-product matrix, dimension nxn
.
SigmaFromBlocks(XXblocks, penalties, pairing = NULL)
XXblocks |
List of |
penalties |
Numeric vector, representing penaltyparameters. |
pairing |
Numerical vector of length 3 or |
Matrix of size nxn
.
A full demo and data are available from:
https://drive.google.com/open?id=1NUfeOtN8-KZ8A2HZzveG506nBwgW64e4
#Example #Simulate Xbl1 <- matrix(rnorm(1000),nrow=10) Xbl2 <- matrix(rnorm(2000),nrow=10) #check whether dimensions are correct ncol(Xbl1)==nrow(Xbl2) #create cross-product XXbl <- createXXblocks(list(Xbl1,Xbl2)) #suppose penalties for two data types equal 5,10, respectively Sigma <- SigmaFromBlocks(XXbl,c(5,10)) #check dimensions (should be n x n) dim(Sigma)
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