targetF {SHIP}R Documentation

Computation of target F ('constant correlation model').

Description

The p \times p target F 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 \\ \bar{r}\sqrt{s_{ii}s_{jj} \text{ otherwise }}& \end{cases}

where \bar{r} is the average of sample correlations and s_{ij} denotes the entry of the unbiased covariance matrix in row i, column j.

Usage

targetF(x, genegroups)

Arguments

x

A n \times p data matrix.

genegroups

The genegroups are not used for this target.

Value

A p \times p 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


# A short example on a toy dataset
# require(SHIP)
data(expl)
attach(expl)
tar <- targetF(x,NULL)
which(tar[upper.tri(tar)]!=0) # many non zero coefficients !


[Package SHIP version 2.0.3 Index]