cstats: Compute statistics (MIC and normalized TIC) between each pair of the two
collections of variables (convenience function).
If n and m are the number of variables in X and Y respectively, then the
statistic between the (row) i (for X) and j (for Y) is stored in mic[i, j]
and tic[i, j].
Description
Compute statistics (MIC and normalized TIC) between each pair of the two
collections of variables (convenience function).
If n and m are the number of variables in X and Y respectively, then the
statistic between the (row) i (for X) and j (for Y) is stored in mic[i, j]
and tic[i, j].
Usage
cstats(x, y, alpha = 0.6, C = 15, est = "mic_approx")
Arguments
x
Numeric Matrix of m-by-n with n variables and m samples.
y
Numeric Matrix of m-by-p with p variables and m samples.
alpha
number (0, 1.0] or >=4 if alpha is in (0,1] then B will be max(n^alpha, 4) where n is the
number of samples. If alpha is >=4 then alpha defines directly the B
parameter. If alpha is higher than the number of samples (n) it will be
limited to be n, so B = min(alpha, n).
C
number (> 0) determines how many more clumps there will be than columns in
every partition. Default value is 15, meaning that when trying to
draw x grid lines on the x-axis, the algorithm will start with at
most 15*x clumps.
est
string ("mic_approx", "mic_e") estimator.
With est="mic_approx" the original MINE statistics will
be computed, with est="mic_e" the equicharacteristic matrix is
is evaluated and MIC_e and TIC_e are returned.
Value
list of two elements:
MIC: the MIC statistic matrix (n x p).
TIC: the normalized TIC statistic matrix (n x p).