getC1prop: Find the dependence pat C1 of the approximate covariance...

In CenterForStatistics-UGent/reconsi: Resampling Collapsed Null Distributions for Simultaneous Inference

Find the dependence pat C1 of the approximate covariance matrix, and extract the ratio of the first eigenvalue to the sum of all positive eigenvalues

Description

Find the dependence pat C1 of the approximate covariance matrix, and extract the ratio of the first eigenvalue to the sum of all positive eigenvalues

Usage

getC1prop(statsPerm, numEig = 1, ...)

Arguments

statsPerm	Matrix of permuted test statistics
numEig	An integer, number of first eigenvalues
...	passed onto binStats

Value

A proportion indicating the ratio of the first eigenvalues to the sum of all eigenvalues

Examples

p = 200; n = 50; B = 5e1
x = rep(c(0,1), each = n/2)
mat = cbind(
matrix(rnorm(n*p/10, mean = 5+x),n,p/10), #DA
matrix(rnorm(n*p*9/10, mean = 5),n,p*9/10) #Non DA
)
mat = mat = mat + rnorm(n, sd = 0.3) #Introduce some dependence
fdrRes = reconsi(mat, x, B = B)
getC1prop(fdrRes$statsPerm)

CenterForStatistics-UGent/reconsi documentation built on Nov. 13, 2023, 2:04 a.m.