################ testing the Bootstrap CorShrink models ########################
dim <- 100
nsamples <- 10
generate_sample <- mvtnorm::rmvnorm(nsamples, rep(0, dim), pop_cov);
sd_boot <- bootcorSE_calc(generate_sample, nboot=50)
cormat <- cor(generate_sample)
generate_sample <- mvtnorm::rmvnorm(nsamples, rep(0, dim), pop_cov);
cov_sample <- cov(generate_sample)
eigen_sample <- eigen(cov_sample, only.values = TRUE)
nsamples <- nsamples
system.time(cov_sample_ML <- CorShrink::CovShrink(generate_sample, nsamples,
sd_boot = TRUE,
type="ML"))
system.time(cov_sample_ML_2 <- CorShrink::CovShrink(generate_sample, nsamples,
sd_boot = FALSE,
type="ML"))
par(mfrow=c(1,2))
image(cov2cor(as.matrix(cov_sample_ML)))
image(cov2cor(as.matrix(cov_sample_ML_2)))
image(cov2cor(cov_sample))
image(cov2cor())
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