iCorShrinkData: Box-Shrinkage of partial correlations from a data matrix with...

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

Description

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

Usage

iCorShrinkData(data_with_missing, alpha, lambda = 1)

Arguments

data_with_missing	The samples by features data matrix. May contain NA values.
alpha	The shrinkage intensity
lambda	The weighting of the constraint in the shrinkage. Default lambda taken to be 1.

Examples

data("sample_by_feature_data")
out = iCorShrinkData(sample_by_feature_data, alpha = 0.1)
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.