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 |
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]