CorShrink2Data: Box-Shrinkage of correlations from a data matrix with missing...

In kkdey/CorShrink: Adaptive Shrinkage of Correlation and Covariance Matrices

Description

Performs a box shrinkage of correlations from a data matrix with missing data using the Fisher Z-score formulation

Usage

CorShrink2Data(data_with_missing)

Arguments

data_with_missing

The samples by features data matrix. May contain NA values.

Examples

data("sample_by_feature_data")
out = CorShrink2Data(sample_by_feature_data)
corrplot::corrplot(as.matrix(out), diag = FALSE,
        col = colorRampPalette(c("blue", "white", "red"))(200),
        tl.pos = "td", tl.cex = 0.4, tl.col = "black",
        rect.col = "white",na.label.col = "white",
        method = "color", type = "upper")

kkdey/CorShrink documentation built on May 20, 2019, 10:28 a.m.