sampling.cov.matrix.2: Sample a list of covariance matrices that has the total...

Description Usage Arguments Details Value Author(s) Examples

Description

Sample a list of covariance matrices that has the total number as ngenes.dep

Usage

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sampling.cov.matrix.2(cov.list, ngenes.dep)

Arguments

cov.list

the list a covariance matrices to sample from

ngenes.dep

the total number of dependent observations to sample

Details

to be called by sample.dep.2

Value

returns a list of covariance matrices with the total number of dimension equal to the number of dependent observations to simulate

Author(s)

Peng Liu peng_liu@groton.pfizer.com

Examples

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ngenes <- 7; cov.matrix <- list(ngenes);

for ( i in c(1:ngenes)) {
    cov.matrix[[i]] <- diag(rep(i*0.1, 50))
}

cov.matrix[[4]][1,1] <- cov.matrix[[5]][1,1] <- cov.matrix[[6]][1,1] <- 1
cov.matrix[[4]][2,1] <- cov.matrix[[4]][1,2] <- 0.15 # corr = 0.15 / (1*0.2) = 0.75
cov.matrix[[5]][2,1] <- cov.matrix[[5]][1,2] <- 0.5 # corr = 0.15 /(1*sqrt(0.5)) = 0.59
cov.matrix[[7]][1,1] <- 10
cov.matrix[[7]][2,1] <- cov.matrix[[7]][1,2] <- 0.6 # corr = 0.67
cov.matrix[[7]][3,1] <- cov.matrix[[7]][1,3] <- 0.5
cov.matrix[[7]][3,2] <- cov.matrix[[7]][2,3] <- 0.4

test.cov <- sampling.cov.matrix.2(cov.matrix, ngenes = 10)
test.cov2 <- sampling.cov.matrix.2(cov.matrix, ngenes = 60)

warnes/exp.ssize documentation built on May 4, 2019, 12:59 a.m.