targetD {SHIP}R Documentation

Computation of the diagonal target D ('diagonal, unequal variances').

Description

The p \times p diagonal target D is computed from the n \times p data matrix. It is defined as follows (i,j = 1,...,p):

t_{ij}=\begin{cases}s_{ii} & \text{ if } i=j \\ 0 & \text{ otherwise }\end{cases}

where s_{ij} denotes the entry of the unbiased covariance matrix in row i, column j.

Usage

targetD(x, genegroups)

Arguments

x

A n \times p data matrix.

genegroups

The genegroups are not used for this target.

Value

A p \times p diagonal matrix.

Author(s)

Monika Jelizarow and Vincent Guillemot

References

J. Schaefer and K. Strimmer, 2005. A shrinkage approach to large-scale covariance matrix estimation and implications for functional genomics. Statist. Appl. Genet. Mol. Biol. 4:32.

See Also

targetCor, targetF, targetG, targetGstar, targetGpos.

Examples


x <- matrix(rnorm(10*30),10,30)
tar <- targetD(x,NULL)


[Package SHIP version 2.0.3 Index]