Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/get_cor_matrices.R
Get regularized estimates of the correlation matrices using a variety of algorithms.
1 | get_cor_matrices(scrubbed, method = "partial", n = NULL, n.nodes = NULL)
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scrubbed |
The list of scrubbed time series matrices. |
method |
One of "pearson", "partial", or "covar". |
n |
The number of subjects in the list. Checks the global environment for "n" but may be assigned directly. |
n.nodes |
The number of nodes. Checks the global environment for "n.nodes" but may be assigned directly. |
For methods "pearson", "partial", "covar", the estimation is done using the James-Stein based methods described in Schaefer and Strimmer (2005) and the optimal shrinkage level calculated for each subject using the method of Opgen-Rhein and Strimmer (2007). Respectively these give the regularized pearson correlation matrix, shrinkage estimated partial correlation matrix, and regularized covariance matrix, This depends on the corpcor package.The covariance option shouldn't be used directly for network analysis, but can be used with whatever you need it for. As the number of observations increases relative to the number of variables these all converge onto the empirical pearson, partial, and covariance matrices respectively.
The connectivity matrices.
Brandon Vaughan
Opgen-Rhein, R., and K. Strimmer (2007). Accurate ranking of differentially expressed genes by a distribution-free shrinkage approach. Statist. Appl. Genet. Mol. Biol. 6:9. doi:10.2202/1544-6115.1252
Schaefer, J., and K. Strimmer (2005). A shrinkage approach to large-scale covariance estimation and implications for functional genomics. Statist. Appl. Genet. Mol. Biol. 4:32. doi:10.2202/1544-6115.1175
1 | cormats = get_cor_matrices(scrubbed_ts_list)
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