coat: COAT

In zdk123/SpiecEasi: Sparse Inverse Covariance for Ecological Statistical Inference

COAT

Description

Compositional-adjusted thresholding by doi.org/10.1080/01621459.2018.1442340 by Cao, Lin & Li (2018)

Usage

coat(
  data,
  lambda,
  thresh = "soft",
  adaptive = TRUE,
  shrinkDiag = TRUE,
  ret.icov = FALSE,
  ...
)

Arguments

data	a clr-transformed data or covariance matrix
lambda	threshold parameter(s)
thresh	"soft" or "hard" thresholding
adaptive	use adative-version of the lambda as in the original COAT paper. See details.
shrinkDiag	flag to exclude the covariance diagonal from the shrinkage operation
ret.icov	flag to also return the inverse covariance matrix (inverse of all thresholded COAT matrices)
...	Arguments to automatically calculating the lambda path. See details.

Details

If adaptive=TRUE, and data is a covariance matrix, the adaptive penalty is calculated by assuming the underlying data is jointly Gaussian in the infinite sample setting. The results may differ from the 'empirical' adaptive setting.

There are a few undocumented arguments useful for computing a lambda path on the fly:

• lambda.max: Maximum lambda. Default: max absolute covariance

• lambda.min.ratio: lambda.min is lambda.min.ratio*lambda.max is the smallest lambda evaluated. Defailt: 1e-3

• nlambda: Number of values of lambda between lambda.max and lambda.min. Default: 30

zdk123/SpiecEasi documentation built on Oct. 20, 2023, 6:49 a.m.