dyn.cor {longitudinal} | R Documentation |
The functions estimate dynamical correlation and covariance, and related quantities.
dyn.cor(x, lambda, verbose=TRUE) dyn.var(x, lambda.var, verbose=TRUE) dyn.cov(x, lambda, lambda.var, verbose=TRUE) dyn.invcor(x, lambda, verbose=TRUE) dyn.invcov(x, lambda, lambda.var, verbose=TRUE) dyn.pvar(x, lambda, lambda.var, verbose=TRUE) dyn.pcor(x, lambda, verbose=TRUE)
x |
a data matrix |
lambda |
the correlation shrinkage intensity (range 0-1). If lambda is not specified
(the default) it is estimated using an analytic formula from Sch"afer
and Strimmer (2005) and Opgen-Rhein and Strimmer (2006a,b).
For lambda=0 the empirical correlations are recovered.
See also cor.shrink . |
lambda.var |
the variance shrinkage intensity (range 0-1). If lambda.var is not specified
(the default) it is estimated using an analytic formula from Sch"afer
and Strimmer (2005) and Opgen-Rhein and Strimmer (2006a,b).
For lambda.var=0 the empirical variances are recovered.
See also var.shrink . |
verbose |
report progress while computing (default: TRUE) |
The dynamical correlation and related quantities implemented here follow the definition of Opgen-Rhein and Strimmer (2006a,b). This approach is derived from a FDA perspective. Essentially, it takes account of the distances between the various time points by assigning weights to samples. If these weights are all equal the usual iid estimators are obtained.
For details about the analytic shrinkage procedure consult
Opgen-Rhein and Strimmer (2006b) and Sch"afer and Strimmer (2005)
as well as the help page of cov.shrink
.
dyn.cor
returns the dynamical correlation matrix.
dyn.var
returns the vector of dynamical variances.
dyn.cov
returns the dynamical covariance matrix.
dyn.invcor
returns the inverse dynamical correlation matrix.
dyn.invcov
returns the inverse dynamical covariance matrix.
dyn.pvar
returns the vector of partial dynamical variances.
dyn.pcor
returns the partial dynamical correlation matrix.
Rainer Opgen-Rhein and Korbinian Strimmer (http://strimmerlab.org).
Opgen-Rhein, R., and K. Strimmer. 2006a. Inferring gene dependency networks from genomic longitudinal data: a functional data approach. REVSTAT 4:53-65. (http://http://www.ine.pt/revstat/)
Opgen-Rhein, R., and K. Strimmer. 2006b. Using regularized dynamic correlation to infer gene dependency networks from time-series microarray data. The 4th International Workshop on Computational Systems Biology, WCSB 2006 (June 12-13, 2006, Tampere, Finland). (http://www.cs.tut.fi/wcsb06/)
Schaefer, J., and Strimmer, K. (2005). A shrinkage approach to large-scale covariance estimation and implications for functional genomics. Statist. Appl. Genet. Mol. Biol. 4:32. (http://www.bepress.com/sagmb/vol4/iss1/art32/)
dyn.weights
, cov.shrink
, pcor.shrink
# load "longitudinal" library library("longitudinal") # load tcell data data(tcell) get.time.repeats(tcell.34) # dynamical partial correlation # (this takes into account of the unequal spacings between time points) dynpc <- dyn.pcor(tcell.34, lambda=0) # static partial correlation statpc <- pcor.shrink(tcell.34, lambda=0) # this is NOT the same sum((dynpc - statpc)^2)