pstats: Compute pairwise statistics (MIC and normalized TIC) between variables
(convenience function).
Description
For each statistic, the upper triangle of the matrix is stored by row
(condensed matrix). If m is the number of variables, then for i < j < m, the
statistic between (col) i and j is stored in k = m*i - i*(i+1)/2 - i - 1 + j.
The length of the vectors is n = m*(m-1)/2.
Usage
pstats(x, alpha = 0.6, C = 15, est = "mic_approx")
Arguments
x
Numeric Matrix of m-by-n with n 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
A matrix of (n x (n-1)/2) rows and 4 columns. The first and second column are
the indexes relative to the columns in the input matrix x for which the statistic is computed for.
Column 3 contains the MIC statistic, while column 4 contains the normalized TIC statistic.