covEB-package {covEB}R Documentation

Empirical Bayes estimate of block diagonal covariance matrices

Description

Using bayesian methods to estimate correlation matrices assuming that they can be written and estimated as block diagonal matrices. These block diagonal matrices are determined using shrinkage parameters that values below this parameter to zero.

Details

The DESCRIPTION file:

Package: covEB
Type: Package
Title: Empirical Bayes estimate of block diagonal covariance matrices
Version: 1.6.0
Date: 2017-01-29
Author: C. Pacini
Maintainer: C. Pacini <clarepacini@gmail.com>
Description: Using bayesian methods to estimate correlation matrices assuming that they can be written and estimated as block diagonal matrices. These block diagonal matrices are determined using shrinkage parameters that values below this parameter to zero.
License: GPL-3
Depends: R (>= 3.3), mvtnorm, igraph, gsl, Biobase, stats, LaplacesDemon, Matrix
Suggests: curatedBladderData
biocViews: Bayesian, Microarray, RNASeq, Preprocessing, Software, GeneExpression, StatisticalMethod

Index of help topics:

EBsingle                Empirical Bayes estimate of block diagonal
                        correlation matrix
covEB                   Empirical Bayes estimate of block diagonal
                        correlation matrix
covEB-package           Empirical Bayes estimate of block diagonal
                        covariance matrices

The function for this package is EBsingle that calculates an empirical Bayes estimate of a given covariance matrix assuming that is has a block diagonal structure.

Author(s)

C. Pacini

Maintainer: C. Pacini <clarepacini@gmail.com>


[Package covEB version 1.6.0 Index]