targetD:
Computation of the diagonal target D ('diagonal, unequal variances').
Description
The $n x p$ diagonal target D is computed from the
$n x p$ data matrix.
It is defined as follows ($i,j=1,...,p$):
$$t_{ij}=\left\{
\begin {array} {ll}
s_{ii}\;&\mbox{if}\;i=j\\
0\;&\mbox{if}\;i\neq j\\
\end {array}
\right.$$
where $sij$ denotes the entry of the unbiased covariance matrix in row
$i$, column $j$.
Usage
targetD(x, genegroups)
Arguments
x
A $n x p$ data matrix.
genegroups
The genegroups are not used for this target.
Value
A $p x p$ diagonal matrix.
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.