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 |
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]