ESS: Compute effective sample size

Description Usage Arguments Details Value Examples

Description

Compute effective sample size

Usage

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ESS(C)

Arguments

C

correlation matrix

Details

The effective sample size of a correlation matrix is the the equivalent number of independent samples

Value

effective sample size

Examples

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N = 50 # samples 
P = 20 # features

# Simulate feature matrix
X = matrix(rnorm(N*P), N, P)

# Compute correlation between samples
C = cor(t(X))^2

# Compute effective sample size
ESS(C^2)

GabrielHoffman/pinnacle documentation built on May 3, 2019, 3:02 p.m.