moran | R Documentation |
Natively built for computing Moran's I on dgCMatrix
objects, this
routine allows computing the I on large sparse matrices (graphs). Part of
its implementation was based on ape::Moran.I
,
which computes the I for dense matrices.
moran(x, w, normalize.w = TRUE, alternative = "two.sided")
x |
Numeric vector of size |
w |
Numeric matrix of size |
normalize.w |
Logical scalar. When TRUE normalizes rowsums to one (or zero). |
alternative |
Character String. Specifies the alternative hypothesis that
is tested against the null of no autocorrelation; must be of one |
In the case that the vector x
is close to constant (degenerate random
variable), the statistic becomes irrelevant, and furthermore, the standard error
tends to be undefined (NaN
).
A list of class diffnet_moran
with the following elements:
observed |
Numeric scalar. Observed correlation index. |
expected |
Numeric scalar. Expected correlation index equal to |
sd |
Numeric scalar. Standard error under the null. |
p.value |
Numeric scalar. p-value of the specified |
George G. Vega Yon
Moran's I. (2015, September 3). In Wikipedia, The Free Encyclopedia. Retrieved 06:23, December 22, 2015, from https://en.wikipedia.org/w/index.php?title=Moran%27s_I&oldid=679297766
Other statistics:
bass
,
classify_adopters()
,
cumulative_adopt_count()
,
dgr()
,
ego_variance()
,
exposure()
,
hazard_rate()
,
infection()
,
struct_equiv()
,
threshold()
,
vertex_covariate_dist()
Other Functions for inference:
bootnet()
,
struct_test()
if (require("ape")) {
# Generating a small random graph
set.seed(123)
graph <- rgraph_ba(t = 4)
w <- approx_geodesic(graph)
x <- rnorm(5)
# Computing Moran's I
moran(x, w)
# Comparing with the ape's package version
ape::Moran.I(x, as.matrix(w))
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.