get_empirical_variances: Get empirical variances

Description Usage Arguments Value Author(s) References See Also

Description

This method implements the method of empirical variances as described in Gagnon-Bartsch, Jacob, and Speed (2013). This function is normally called from the function variance_adjust, and is not normally intended for stand-alone use.

Usage

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get_empirical_variances(sigma2, betahat, bin = 10,
                        rescaleconst = NULL)

Arguments

sigma2

Estimates of sigma^2

betahat

Estimates of beta

bin

The bin size

rescaleconst

The expected value of the average of the smallest bin - 1 of bin independent chi-square random variables. This can be specified to save computational time (otherwise, it is calculated by simulation).

Value

A vector of the empirical variances.

Author(s)

Johann Gagnon-Bartsch

References

Removing Unwanted Variation from High Dimensional Data with Negative Controls. Gagnon-Bartsch, Jacob, and Speed, 2013. Available at: http://statistics.berkeley.edu/tech-reports/820.

See Also

variance_adjust


ruv documentation built on Aug. 31, 2019, 1:04 a.m.