TCS(treelet)
TCS()所属R语言包:treelet
Treelet Covariance Smoothing
Treelet协方差平滑
译者:生物统计家园网 机器人LoveR
描述----------Description----------
This function thresholds values in the treelet estimated covariance and returns a smoothed estimate of a covariance matrix.
此功能在的treelet估计协方差的阈值,并返回一个平滑估计的协方差矩阵。
用法----------Usage----------
TCS(basis, cov, lambda)
参数----------Arguments----------
参数:basis
the orthonormal treelet basis calculated at a specific level \ell of the tree.
的正交treelet为基础计算在一个特定的\ell的树。
参数:cov
the corresponding covariance matrix calculated at level \ell of the tree. The covariances in this matrix are those between the weights (orthogonal projections onto local basis vectors) in the basis expansion of the data vector.
相应的协方差矩阵计算水平\ell的树。该矩阵中的协方差的权重之间(当地基矢量的正交投影)的数据矢量的基础上扩大。
参数:lambda
a positive thresholding coefficient. Any element of the matrix cov that is less than this coefficient in absolute value will be set to zero.
一个积极的阈值系数。在任何元素的矩阵cov是低于这个系数绝对值将被设置为零。
Details
详细信息----------Details----------
This function implements the TCS method presented in the Crossett et al arXiv paper. The arguments basis and cov should be obtained from the Run_JTree function. The TCS function is written so that it does not calculate the treelet basis within the function but asks for it as an argument so that the subsampling method presented in the arXiv paper, or another method to obtain a reasonable value of lambda, can be implemented.
此功能实现了TCS克罗塞特等arXiv论文中提出的方法。的参数basis和cov应该从Run_JTree功能。 TCS函数编写,以便它在功能不计算的treelet的基础上,但它作为一个参数,以便欠采样方法的的arXiv纸,或其他方法来获得一个合理的值的lambda要求,可以实现。
值----------Value----------
参数:smooth
the smoothed estimate of the covariance matrix.
的协方差矩阵估计的平滑。
(作者)----------Author(s)----------
Trent Gaugler <a href="mailto:tgaugler@andrew.cmu.edu">tgaugler@andrew.cmu.edu</a>
参考文献----------References----------
参见----------See Also----------
Build_JTree, JTree_Basis, Run_JTree
Build_JTree,JTree_Basis,Run_JTree
实例----------Examples----------
data(Ahat)
out=Run_JTree(Ahat,49,49)
basis=out$basis[[49]]
cov=out$TreeCovs[[49]]
temp=TCS(basis,cov,.04)
#The value .04 above is arbitrary, and the user [0.04以上的值是任意的,并且用户]
#should carefully select this value. One approach[应仔细选择此值。一种方法]
#is the subsampling method outlined in the Crossett et al[是子采样方法的概述的克罗塞特等]
#arXiv paper. The value in 'temp' is the smoothed estimate[arXiv文件。在温度的值是估计的平滑]
#of the relationship matrix.[关系的矩阵。]
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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