targetF:
Computation of target F ('constant correlation model').
Description
The $p x p$ target F is computed from the
$n x p$ data matrix.
It is defined as follows ($i,j = 1,...,p$):
$$t_{ij}=\left\{
\begin {array} {ll}
s_{ii}\;&\mbox{if}\;i=j\\
\bar{r}\sqrt{s_{ii}s_{jj}}\;&\mbox{if}\;i\neq j\\
\end {array}
\right.$$ where $r$
is the average of sample correlations and $sij$ denotes the entry of
the unbiased covariance matrix in row $i$, column $j$.
Usage
targetF(x, genegroups)
Arguments
x
A $n x p$ data matrix.
genegroups
The genegroups are not used for this target.
Value
A $p x p$ 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.
# 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 !