Computation of target F ('constant correlation model').

The $p \times p$ target F is computed from the $n \times p$ data matrix. It is defined as follows ($i,j = 1,...,p$): $$t_{ij}=\left\{ $$$$\begin {array} {ll} $$$$s_{ii}\;&\mbox{if}\;i=j\\ $$$$\bar{r}\sqrt{s_{ii}s_{jj}}\;&\mbox{if}\;i\neq j\\ $$$$\end {array} $$$$\right.$$ 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)

Arguments

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

Value

A $p \times p$ 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


# A short example on a toy dataset
# require(SHIP)
data(expl)
attach(expl)
#> The following objects are masked from expl (pos = 3):
#> 
#>     genegroups, x
#> The following objects are masked from expl (pos = 4):
#> 
#>     genegroups, x
tar <- targetF(x,NULL)
#> Error in targetF(x, NULL): could not find function "targetF"
which(tar[upper.tri(tar)]!=0) # many non zero coefficients !
#> Error in as.vector(x, mode): cannot coerce type 'closure' to vector of type 'any'