Computation of the diagonal target D ('diagonal, unequal variances').

The $p \times p$ diagonal target D is computed from the $n \times p$ data matrix. It is defined as follows ($i,j = 1,...,p$): $$t_{ij}=\left\{ $$$$\begin {array} {ll} $$$$s_{ii}\;&\mbox{if}\;i=j\\ $$$$0\;&\mbox{if}\;i\neq j\\ $$$$\end {array} $$$$\right.$$ where $s_{ij}$ denotes the entry of the unbiased covariance matrix in row $i$, column $j$.

Usage

targetD(x, genegroups)

Arguments

x: A $n \times p$ data matrix.
genegroups: The genegroups are not used for this target.

Value

A $p \times p$ diagonal 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.

Author

Monika Jelizarow and Vincent Guillemot

Examples


x <- matrix(rnorm(10*30),10,30)
tar <- targetD(x,NULL)
#> Error in targetD(x, NULL): could not find function "targetD"