Description Usage Arguments Value

Given observations from two populations X and Y, compute the differential matrix

*D = A(Y) - A(X)*

where A() is the covariance matrix, or the weighted adjacency matrices defined as

*A_{ij} = |corr(i, j)|^b*

for some constant b > 0, 1 <= i, j <= p. Let A represent the regular correlation matrix when b=0, and covariance matrix when b<0.

1 | ```
getDiffMatrix(X, Y, adj.beta = -1)
``` |

`X` |
n1-by-p matrix for samples from the first population. Rows are samples/observations, while columns are the features. |

`Y` |
n2-by-p matrix for samples from the second population. Rows are samples/observations, while columns are the features. |

`adj.beta` |
Power to transform correlation matrices to weighted adjacency matrice
by |

The p-by-p differential matrix *D = A(Y) - A(X)*

lingxuez/sLED documentation built on Oct. 6, 2017, 12:14 a.m.

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