targetF: 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)
Value
A \(p \times p\) matrix.
Arguments
x
A \(n \times p\) data matrix.
genegroups
The genegroups are not used for this target.
Author
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.
# 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 !