betaMix | R Documentation |
From the pairwise correlations, the function calculates the statistics z_j=sin^2(arccos(cor(y_i,y_j))) and fits the two-component model using the EM algorithm.
betaMix( M, dbname = NULL, tol = 1e-04, calcAcc = 1e-09, maxalpha = 1e-04, ppr = 0.05, mxcnt = 200, ahat = 8, bhat = 3, bmax = 0.999, subsamplesize = 50000, seed = 912469, ind = TRUE, msg = TRUE )
M |
A matrix with N rows (samples) and P columns (variables). |
dbname |
The sqlite database, if one is used to store the pairwise correlation data instead of using the cor function and storing the cor(M) matrix in memory (for situations in which P is very large). |
tol |
The convergence threshold for the EM algorithm (default=1e-4, but taken to be the maximum of the user's input and 1/(P(P-1)/2)). |
calcAcc |
The calculation accuracy threshold (to avoid values greater than 1 when calling asin.) Default=1e-9. |
maxalpha |
The probability of Type I error (default=1e-4). For a large P, use a much smaller value. |
ppr |
The null posterior probability threshold (default=0.05). |
mxcnt |
The maximum number of EM iterations (default=200). |
ahat |
The initial value for the first parameter of the nonnull beta distribution (default=8). |
bhat |
The initial value for the second parameter of the nonnull beta distribution (default=3). |
bmax |
The RHS of the support of the non-null component (default=0.999) |
subsamplesize |
If greater than 20000, take a random sample of size subsamplesize to fit the model. Otherwise, use all the data (default=50000). |
seed |
The random seed to use if selecting a subset with the subsamplesize parameter (default=912469). |
ind |
Whether the N samples should be assumed to be independent (default=TRUE). |
msg |
Whether to print intermediate output messages (default=TRUE). |
A list with the following:
angleMat A PxP matrix with angles between pairs of vectors. If the correlation data is stored in SQLite, then the returned value is database name.
z_j The statistics z_j=sin^2(angles).
m_0 The posterior null probabilities.
p_0 The estimated probability of the null component.
ahat The estimated first parameter of the nonnull beta component.
bhat The estimated second parameter of the nonnull beta component.
N The sample size.
etahat If the samples are not assumed to be independent, this corresponds to the effective sample size, ESS=2*etahat+1
bmax The user-defined right-hand side of the support of the non-null component.
ppthr The estimated posterior probability threshold, under which all the z_j correspond to nonnull edges.
P The number of nodes.
edges The number of edges found.
cnt The number of EM iterations.
## Not run: data(SIM,package = "betaMix") # variables correspond to columns, samples to rows res <- betaMix(betaMix::SIM, maxalpha = 1e-6,ppr = 0.01,subsamplesize = 30000, ind=TRUE) plotFittedBetaMix(res) ## End(Not run)
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