cor.from.basis: Compute the correlation from the basis

In MPBA/r-sparcc: R-sparcc

Usage

cor.from.basis(V, Vbase)

Arguments

V
Vbase

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (V, Vbase) 
{
    p <- dim(Vbase)[1]
    Cor.mat <- diag(rep(1, p))
    Cov.mat <- diag(Vbase[, 1])
    idx <- combn(p, 2)
    for (i in 1:(p - 1)) {
        idxslice <- idx[1, ] == i
        cov.tmp <- 0.5 * (Vbase[i] + Vbase[idx[2, idxslice]] - 
            V[i, idx[2, idxslice]])
        denom <- sqrt(Vbase[i]) * sqrt(Vbase[idx[2, idxslice]])
        cor.tmp <- cov.tmp/denom
        abscor <- abs(cor.tmp)
        if (any(abscor > 1)) {
            idxthr <- abscor > 1
            cor.tmp[idxthr] <- sign(cor.tmp[idxthr])
            cov.tmp[idxthr] <- cor.tmp[idxthr] * denom[idxthr]
        }
        Cor.mat[i, idx[2, idxslice]] <- Cor.mat[idx[2, idxslice], 
            i] <- cor.tmp
        Cov.mat[i, idx[2, idxslice]] <- Cov.mat[idx[2, idxslice], 
            i] <- cov.tmp
    }
    return(list(Cor.mat = Cor.mat, Cov.mat = Cov.mat))
  }

MPBA/r-sparcc documentation built on May 8, 2019, 3:22 p.m.