pCorShrinkData2: Adaptive shrinkage of a partial correlation matrix
In kkdey/CorShrink: Adaptive Shrinkage of Correlation and Covariance Matrices

Description Usage Arguments Value References

This function performs adaptive shrinkage of a matrix of partial correlations using a similar model as CorShrinkMatrix, but with the option of being aided by bagging on the data matrix.

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pCorShrinkData2(data, type = c("no_bag", "bag_cor", "bag_pcor"),
  nbags = 10, nboot = 50, thresh_up = 0.99, thresh_down = -0.99,
  tol = 1e-06, report_model = FALSE, ash.control = list())

`data`	The samples by features data matrix. May contain NA values.
`type`	The type of bagging method used, if at all, for estimating the partial corelation matrix. The three possible types are - `no_bag`, `bag_cor` and `bag_pcor` - indicating if bagging is at all used, or if is performed at the level of correlations before taking partial correlation matroix on the bagged correlation values, or at the level of partial correlations directly.
`nbags`	If `type` not equal to `no_bag`, how many bootstrap samples are generated to get the bagging estimate.
`nboot`	The number of bootstrap samples used to compute the bootstrap standard errors of the partial correlations used for shrinking in `CorShrink`.
`thresh_up`	Upper threshold for correlations in `cormat`. Defaults to 0.99
`thresh_down`	Lower threshold for correlations in `cormat`. Defaults to -0.99
`tol`	The tolerance chosen to check how far apart the CorShrink matrix is from the nearest positive definite matrix before applying PD completion.
`report_model`	if TRUE, outputs the full adaptive shrinkage output, else outputs the shrunken vector. Defaults to FALSE.
`ash.control`	The control parameters for adaptive shrinkage

If report_model = FALSE, returns the adaptively shrunk partial correlation matrix. If report_model = TRUE, then the function also returns all the details of the adaptive shrinkage model output.

False Discovery Rates: A New Deal. Matthew Stephens bioRxiv 038216; doi: http://dx.doi.org/10.1101/038216

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