MVR (version 1.20.0)

MeanVarReg: Mean-Variance Regularization Core Subroutine


Core subroutine of mvr and mvrt.test functions for mean-variance regularization and variance stabilization, and the computation of regularized test-statistics. Returns optimal cluster configuration. Internal function called by mvr and internally by mvrt.


MeanVarReg(data, nc.min, nc.max, probs, B, parallel, conf, verbose)


numeric data matrix, where points to cluster are by rows (usually samples), or an object that can be coerced to such a matrix (such as a vector or a data.frame
Positive integer scalar of the minimum number of clusters.
Positive integer scalar of the maximum number of clusters.
Positive integer scalar of the number of Monte Carlo replicates of the inner loop of the sim statistic function.
numeric vector of probabilities for quantile diagnostic plots.
logical scalar. Is parallel computing to be performed? Optional, defaults to FALSE.
list of parameters for cluster configuration, passed from mvr or mvrt.test functions for parallel computing. In
logical scalar. Is the output to be verbose?


  • membershipnumeric vector of cluster membership of each variable
  • ncPositive integer scalar of number of clusters found in optimal cluster configuration
  • gapnumeric vector of the similarity statistic values
  • sdenumeric vector of the standard errors of the similarity statistic values
  • mu.quantnumeric matrix (nc.max - nc.min + 1) x (length(probs)) of quantiles of means
  • sd.quantnumeric matrix (nc.max - nc.min + 1) x (length(probs)) of quantiles of standard deviations


See details in mvr and mvrt.test.


  • Dazard J-E., Hua Xu and J. S. Rao (2011). "R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization." In JSM Proceedings, Section for Statistical Programmers and Analysts. Miami Beach, FL, USA: American Statistical Association IMS - JSM, 3849-3863.
  • Dazard J-E. and J. S. Rao (2012). "Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data." Comput. Statist. Data Anal. 56(7):2317-2333.

See Also

  • mvrMean-Variance Regularization and Variance Stabilization.
  • mvrt.testMean-Variance Regularized t-Test Statistic with Significance.
  • mvrtMean-Variance Regularized t-test statistic.